+4,140.4%
RRX vs DOC
+2,934.4%
+1,206.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.8% | -4.9% |
| 7D | +7.6% | +8.7% | -1.1% | +4.1% |
| 30D | +7.5% | +7.6% | -0.1% | +4.1% |
| 3M | -21.0% | -5.3% | -15.8% | -19.8% |
| 6M | -18.1% | +27.6% | -45.7% | -26.9% |
| YTD | +24.3% | +32.4% | -8.1% | +9.0% |
| 1Y | +29.3% | +22.9% | +6.4% | +16.8% |
| 3Y | +68.2% | +43.1% | +25.1% | +41.9% |
| 5Y | +10.0% | -21.4% | +31.4% | +16.1% |
| 10Y | +251.6% | +16.8% | +234.8% | +200.4% |
| All | +4,140.4% | +2,934.4% | +1,206.0% | +1,501.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DOC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling