+448.0%
RSG vs DOC
+21.2%
+426.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +2.5% | -0.9% | +3.4% | +2.7% |
| 30D | +12.7% | +7.7% | +5.0% | +10.3% |
| 3M | +17.9% | -2.0% | +19.9% | +18.5% |
| 6M | +25.0% | +5.9% | +19.1% | +22.6% |
| YTD | +20.8% | +31.8% | -11.0% | +10.0% |
| 1Y | +24.3% | +22.5% | +1.7% | +15.6% |
| 3Y | +65.3% | +54.7% | +10.5% | +39.1% |
| 5Y | +99.1% | -21.3% | +120.4% | +109.2% |
| All | +448.0% | +21.2% | +426.8% | +401.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling