+72.0%
RSP vs DOCN
+70.4%
+1.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -15.9% | +13.0% | -1.3% |
| 7D | -1.4% | -29.3% | +27.8% | +1.7% |
| 30D | +2.1% | -46.0% | +48.2% | +7.9% |
| 3M | -0.9% | -43.2% | +42.3% | +3.5% |
| 6M | +7.5% | -53.7% | +61.2% | +13.8% |
| YTD | +14.6% | +46.9% | -32.4% | +3.9% |
| 1Y | +17.6% | +54.3% | -36.7% | +5.8% |
| 3Y | +60.8% | +185.5% | -124.8% | +29.4% |
| 5Y | +46.1% | -31.1% | +77.2% | +24.4% |
| All | +72.0% | +70.4% | +1.7% | +45.1% |
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