+86.2%
DOCN vs RNG
+177.2%
-91.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.1% | +2.3% | +3.2% |
| 7D | +27.4% | +2.3% | +25.1% | +27.0% |
| 30D | -29.7% | -3.4% | -26.4% | -29.2% |
| 3M | -32.5% | +20.9% | -53.4% | -32.7% |
| 6M | -42.2% | +82.2% | -124.4% | -44.0% |
| YTD | +87.2% | +164.6% | -77.5% | +70.9% |
| 1Y | +86.2% | +177.0% | -90.8% | +65.6% |
| All | +86.2% | +177.2% | -91.0% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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