+116.4%
DOCN vs RRX
+30.0%
+86.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -3.6% | -3.5% | -5.0% |
| 7D | -20.0% | +7.6% | -27.7% | -23.6% |
| 30D | -38.8% | +7.5% | -46.3% | -41.1% |
| 3M | -34.8% | -21.0% | -13.8% | -26.6% |
| 6M | -22.8% | -18.1% | -4.7% | -14.4% |
| YTD | +74.6% | +24.3% | +50.3% | +63.0% |
| 1Y | +116.4% | +29.3% | +87.1% | +101.6% |
| All | +116.4% | +30.0% | +86.4% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling