-27.4%
DOCN vs RRX
+14.2%
-41.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.5% | +4.1% |
| 7D | +27.4% | +12.6% | +14.8% | +17.9% |
| 30D | -29.7% | +10.6% | -40.3% | -33.6% |
| 3M | -32.5% | +4.6% | -37.1% | -34.1% |
| 6M | -42.2% | -13.6% | -28.5% | -37.3% |
| YTD | +87.2% | +29.4% | +57.8% | +51.8% |
| 1Y | +86.2% | +31.9% | +54.3% | +48.4% |
| 3Y | +257.4% | +68.3% | +189.2% | +116.7% |
| 5Y | -27.4% | +13.2% | -40.6% | -37.7% |
| All | -27.4% | +14.2% | -41.5% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling