+115.2%
DOCN vs RNG
+99.4%
+15.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +3.0% |
| 7D | +1.1% | +5.8% | -4.6% | +0.8% |
| 30D | -9.6% | +19.6% | -29.2% | -10.5% |
| 3M | -37.7% | +67.0% | -104.7% | -38.8% |
| 6M | +115.2% | +88.4% | +26.8% | +95.2% |
| All | +115.2% | +99.4% | +15.8% | +95.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling