+164.6%
DOCN vs RNG
-77.2%
+241.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -3.9% | +6.7% | +4.5% |
| 7D | +1.1% | +5.8% | -4.6% | -1.5% |
| 30D | -9.6% | +19.6% | -29.2% | -16.9% |
| 3M | -37.7% | +67.0% | -104.7% | -53.3% |
| 6M | +115.2% | +88.4% | +26.8% | +50.3% |
| YTD | +133.7% | +155.5% | -21.8% | +30.9% |
| 1Y | +250.2% | +141.7% | +108.5% | +100.4% |
| 3Y | +320.3% | +131.1% | +189.2% | +128.2% |
| 5Y | +53.1% | -70.6% | +123.7% | +143.1% |
| All | +164.6% | -77.2% | +241.8% | +355.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling