+87.1%
DOCN vs RIG
+49.7%
+37.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -12.1% | -12.2% | +0.1% | -9.5% |
| 30D | -41.0% | -6.0% | -35.0% | -40.4% |
| 3M | -38.7% | -9.4% | -29.3% | -38.0% |
| 6M | -51.5% | -19.1% | -32.4% | -50.0% |
| YTD | +65.3% | +25.4% | +39.8% | +51.6% |
| 1Y | +53.9% | +23.3% | +30.6% | +41.6% |
| 3Y | +215.6% | -22.1% | +237.7% | +201.8% |
| 5Y | -26.2% | +50.1% | -76.3% | -41.8% |
| All | +87.1% | +49.7% | +37.4% | +41.1% |
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