+70.5%
DOCN vs RNG
-77.6%
+148.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.0% | +5.6% | +3.9% |
| 7D | -19.2% | -11.5% | -7.7% | -14.5% |
| 30D | -43.1% | -5.8% | -37.2% | -41.1% |
| 3M | -40.7% | +16.6% | -57.3% | -44.5% |
| 6M | -55.0% | +58.2% | -113.2% | -65.3% |
| YTD | +50.6% | +150.9% | -100.3% | -14.4% |
| 1Y | +54.0% | +168.6% | -114.6% | -15.8% |
| 3Y | +203.9% | +156.5% | +47.4% | +56.6% |
| 5Y | -29.4% | -69.0% | +39.7% | +10.7% |
| All | +70.5% | -77.6% | +148.1% | +197.7% |
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