+97.7%
DOCN vs RL
+299.6%
-201.9%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +4.5% | -11.6% | -10.0% |
| 7D | -20.0% | +5.8% | -25.8% | -23.1% |
| 30D | -38.8% | +12.7% | -51.5% | -43.5% |
| 3M | -34.8% | +9.3% | -44.2% | -39.0% |
| 6M | -22.8% | +16.9% | -39.7% | -31.7% |
| YTD | +74.6% | +17.5% | +57.1% | +51.3% |
| 1Y | +116.4% | +34.6% | +81.8% | +70.2% |
| 3Y | +239.3% | +273.2% | -33.9% | +24.4% |
| 5Y | -20.2% | +265.2% | -285.5% | -71.7% |
| All | +97.7% | +299.6% | -201.9% | -33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling