+54.0%
DOCN vs RIG
+34.0%
+19.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +2.2% |
| 7D | -19.2% | -24.5% | +5.3% | -17.7% |
| 30D | -43.1% | -2.8% | -40.3% | -42.9% |
| 3M | -40.7% | +1.6% | -42.3% | -41.5% |
| 6M | -55.0% | -15.9% | -39.1% | -55.0% |
| YTD | +50.6% | +26.9% | +23.7% | +27.5% |
| 1Y | +54.0% | +34.4% | +19.6% | +25.4% |
| All | +54.0% | +34.0% | +19.9% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling