+87.1%
DOCN vs RRX
+38.5%
+48.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.8% |
| 7D | -12.1% | 0.0% | -12.1% | -11.6% |
| 30D | -41.0% | +9.0% | -50.1% | -43.7% |
| 3M | -38.7% | +4.0% | -42.7% | -39.9% |
| 6M | -51.5% | -15.7% | -35.8% | -46.7% |
| YTD | +65.3% | +29.0% | +36.3% | +36.2% |
| 1Y | +53.9% | +35.2% | +18.7% | +22.4% |
| 3Y | +215.6% | +67.7% | +147.8% | +102.1% |
| 5Y | -26.2% | +14.9% | -41.1% | -41.2% |
| All | +87.1% | +38.5% | +48.6% | +48.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling