-23.7%
DOCN vs RNG
-74.0%
+50.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.4% | +7.2% | +8.5% |
| 7D | +3.7% | -3.5% | +7.2% | +5.9% |
| 30D | -33.7% | -3.8% | -29.9% | -31.9% |
| 3M | -27.9% | +18.6% | -46.5% | -33.3% |
| 6M | -46.4% | +69.2% | -115.6% | -60.6% |
| YTD | +81.1% | +161.9% | -80.8% | -2.2% |
| 1Y | +74.3% | +176.2% | -101.9% | -8.8% |
| 3Y | +245.8% | +174.5% | +71.3% | +64.2% |
| 5Y | -23.7% | -71.9% | +48.2% | +146.0% |
| All | -23.7% | -74.0% | +50.2% | +146.0% |
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