+73.1%
RSP vs DOCN
+171.0%
-97.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | +4.3% | -37.7% | +42.0% | +8.6% |
| 6M | +8.8% | +115.2% | -106.4% | -3.4% |
| YTD | +15.3% | +133.7% | -118.5% | +0.7% |
| 1Y | +18.3% | +250.2% | -231.9% | -2.3% |
| 3Y | +52.8% | +320.3% | -267.5% | +19.2% |
| 5Y | +51.7% | +53.1% | -1.4% | +23.7% |
| All | +73.1% | +171.0% | -97.9% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling