+164.6%
DOCN vs RIG
+69.1%
+95.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.8% | +5.6% | +3.4% |
| 7D | +1.1% | +0.9% | +0.3% | +0.8% |
| 30D | -9.6% | +13.8% | -23.4% | -12.5% |
| 3M | -37.7% | -6.4% | -31.3% | -37.1% |
| 6M | +115.2% | -8.2% | +123.4% | +115.8% |
| YTD | +133.7% | +41.6% | +92.1% | +110.4% |
| 1Y | +250.2% | +88.7% | +161.4% | +192.9% |
| 3Y | +320.3% | -30.9% | +351.1% | +311.9% |
| 5Y | +53.1% | +57.7% | -4.6% | +18.6% |
| All | +164.6% | +69.1% | +95.6% | +95.7% |
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