+1,994.5%
RSG vs DOC
+622.2%
+1,372.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | +0.3% | -1.5% | +1.7% | +0.7% |
| 30D | +7.6% | -4.8% | +12.3% | +8.9% |
| 3M | +7.4% | +6.9% | +0.5% | +5.4% |
| 6M | -3.3% | +20.7% | -24.0% | -8.9% |
| YTD | +6.0% | +34.1% | -28.1% | -3.2% |
| 1Y | -3.7% | +22.6% | -26.3% | -10.0% |
| 3Y | +59.1% | +20.8% | +38.3% | +46.4% |
| 5Y | +89.0% | -24.9% | +113.9% | +97.1% |
| 10Y | +412.5% | -1.8% | +414.3% | +375.4% |
| All | +1,994.5% | +622.2% | +1,372.3% | +973.7% |
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