+53.0%
RSP vs DOCN
+54.1%
-1.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.8% | -3.3% | -0.8% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | -0.3% | -9.6% | +9.3% | +0.5% |
| 3M | +4.3% | -37.7% | +42.0% | +8.8% |
| 6M | +8.8% | +115.2% | -106.4% | -4.3% |
| YTD | +15.3% | +133.7% | -118.5% | -0.3% |
| 1Y | +18.3% | +250.2% | -231.9% | -3.8% |
| 3Y | +52.8% | +320.3% | -267.5% | +16.6% |
| All | +53.0% | +54.1% | -1.1% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 5y: compounded portfolio wealth divided by compounded DOCN 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…
5y analysis · Full analysis span regression · 6 months rolling