+70.5%
DOCN vs RIG
+51.4%
+19.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.9% |
| 7D | -19.2% | -24.5% | +5.3% | -14.1% |
| 30D | -43.1% | -2.8% | -40.3% | -42.8% |
| 3M | -40.7% | +1.6% | -42.3% | -41.5% |
| 6M | -55.0% | -15.9% | -39.1% | -53.9% |
| YTD | +50.6% | +26.9% | +23.7% | +37.9% |
| 1Y | +54.0% | +34.4% | +19.6% | +39.0% |
| 3Y | +203.9% | -21.2% | +225.1% | +189.8% |
| 5Y | -29.4% | +46.4% | -75.7% | -44.1% |
| All | +70.5% | +51.4% | +19.1% | +28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling