-35.6%
DOCN vs RNG
-69.1%
+33.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.9% | +5.4% | +3.8% |
| 7D | -19.2% | -11.3% | -7.8% | -14.5% |
| 30D | -43.1% | -5.7% | -37.4% | -41.1% |
| 3M | -40.7% | +16.8% | -57.5% | -44.6% |
| 6M | -55.0% | +58.5% | -113.4% | -65.4% |
| YTD | +50.6% | +151.3% | -100.7% | -14.7% |
| 1Y | +54.0% | +169.0% | -115.1% | -16.2% |
| 3Y | +203.9% | +156.9% | +47.0% | +55.5% |
| All | -35.6% | -69.1% | +33.5% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling