+64.6%
RSG vs DOC
+44.2%
+20.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.1% |
| 7D | +1.2% | +6.5% | -5.3% | +0.3% |
| 30D | +14.2% | +9.2% | +5.0% | +12.9% |
| 3M | +17.8% | -2.5% | +20.3% | +17.9% |
| 6M | +24.0% | +7.1% | +16.9% | +22.9% |
| YTD | +17.5% | +33.0% | -15.5% | +13.6% |
| 1Y | +21.9% | +23.3% | -1.3% | +19.0% |
| 3Y | +64.6% | +44.9% | +19.7% | +61.9% |
| All | +64.6% | +44.2% | +20.5% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling