+91.0%
DOCN vs RNG
+176.7%
-85.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.7% | -3.5% | -4.1% |
| 7D | +19.1% | +4.6% | +14.5% | +18.5% |
| 30D | -21.0% | +0.4% | -21.4% | -20.6% |
| 3M | -34.7% | +11.4% | -46.2% | -34.6% |
| 6M | -45.8% | +95.7% | -141.5% | -47.9% |
| YTD | +79.4% | +162.9% | -83.5% | +65.0% |
| 1Y | +91.0% | +180.3% | -89.2% | +73.5% |
| All | +91.0% | +176.7% | -85.7% | +73.5% |
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