+215.6%
DOCN vs RNG
+178.5%
+37.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.8% | +1.3% |
| 7D | -12.1% | -6.0% | -6.1% | -10.4% |
| 30D | -41.0% | -7.4% | -33.7% | -39.4% |
| 3M | -38.7% | +14.6% | -53.3% | -40.6% |
| 6M | -51.5% | +61.5% | -113.0% | -58.4% |
| YTD | +65.3% | +155.7% | -90.4% | +15.2% |
| 1Y | +53.9% | +172.5% | -118.6% | +4.1% |
| 3Y | +215.6% | +168.0% | +47.5% | +113.8% |
| All | +215.6% | +178.5% | +37.0% | +113.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling