+196.4%
DOCN vs RIG
-26.1%
+222.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -6.4% | -9.4% | -14.2% |
| 7D | -29.3% | -23.8% | -5.5% | -24.6% |
| 30D | -46.0% | -5.6% | -40.5% | -45.5% |
| 3M | -43.2% | -0.8% | -42.4% | -43.9% |
| 6M | -53.7% | -18.4% | -35.3% | -52.2% |
| YTD | +46.9% | +23.5% | +23.4% | +30.4% |
| 1Y | +54.3% | +30.8% | +23.6% | +34.3% |
| All | +196.4% | -26.1% | +222.5% | +173.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling