+199.5%
RTX vs DOCN
+171.0%
+28.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -0.8% |
| 7D | -5.2% | +1.1% | -6.3% | -5.2% |
| 30D | -9.4% | -9.6% | +0.3% | -9.1% |
| 3M | +12.3% | -37.7% | +50.0% | +14.4% |
| 6M | -3.1% | +115.2% | -118.3% | -8.9% |
| YTD | +10.7% | +133.7% | -123.1% | +3.2% |
| 1Y | +28.4% | +250.2% | -221.7% | +16.4% |
| 3Y | +147.1% | +320.3% | -173.2% | +117.0% |
| 5Y | +167.2% | +53.1% | +114.1% | +139.7% |
| All | +199.5% | +171.0% | +28.5% | +173.2% |
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 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