+2,208.0%
RSG vs DOC
+612.8%
+1,595.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.2% |
| 7D | +5.1% | +8.7% | -3.6% | +2.8% |
| 30D | +15.3% | +7.6% | +7.7% | +13.0% |
| 3M | +18.2% | -5.3% | +23.4% | +19.8% |
| 6M | +19.2% | +27.6% | -8.4% | +10.6% |
| YTD | +16.8% | +32.4% | -15.6% | +7.0% |
| 1Y | +19.2% | +22.9% | -3.7% | +11.3% |
| 3Y | +64.9% | +43.1% | +21.8% | +45.0% |
| 5Y | +95.0% | -21.4% | +116.4% | +100.7% |
| 10Y | +459.5% | +16.8% | +442.7% | +396.1% |
| All | +2,208.0% | +612.8% | +1,595.2% | +1,086.6% |
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