-31.1%
DOCN vs RL
+232.3%
-263.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.3% | -8.5% | -10.7% |
| 7D | -29.3% | -4.7% | -24.6% | -26.6% |
| 30D | -46.0% | +3.6% | -49.6% | -47.2% |
| 3M | -43.2% | +0.5% | -43.7% | -43.6% |
| 6M | -53.7% | +6.6% | -60.3% | -56.7% |
| YTD | +46.9% | +8.8% | +38.1% | +33.0% |
| 1Y | +54.3% | +21.8% | +32.6% | +27.5% |
| 3Y | +185.5% | +245.8% | -60.3% | -5.6% |
| 5Y | -31.1% | +230.0% | -261.1% | -77.8% |
| All | -31.1% | +232.3% | -263.4% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling