+195.9%
RTX vs DOCN
+102.5%
+93.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.2% | +4.5% | -2.4% |
| 7D | +1.3% | -20.0% | +21.4% | +2.2% |
| 30D | +7.6% | -38.8% | +46.4% | +9.6% |
| 3M | -8.6% | -34.8% | +26.2% | -7.4% |
| 6M | +15.6% | -22.8% | +38.4% | +15.0% |
| YTD | +9.4% | +74.6% | -65.2% | +2.9% |
| 1Y | +14.7% | +116.4% | -101.8% | +6.3% |
| 3Y | +154.7% | +239.3% | -84.7% | +124.8% |
| 5Y | +150.9% | -20.2% | +171.1% | +126.6% |
| All | +195.9% | +102.5% | +93.5% | +172.2% |
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