+70.5%
DOCN vs RL
+265.2%
-194.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.4% | +3.9% | +3.4% |
| 7D | -19.2% | -4.2% | -15.0% | -16.7% |
| 30D | -43.1% | +4.3% | -47.3% | -44.4% |
| 3M | -40.7% | -4.6% | -36.1% | -39.0% |
| 6M | -55.0% | +1.7% | -56.7% | -56.3% |
| YTD | +50.6% | +7.3% | +43.3% | +39.1% |
| 1Y | +54.0% | +20.8% | +33.2% | +30.4% |
| 3Y | +203.9% | +247.0% | -43.1% | +17.2% |
| 5Y | -29.4% | +225.5% | -254.8% | -73.2% |
| All | +70.5% | +265.2% | -194.6% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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