-53.7%
DOCN vs RRX
-25.4%
-28.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.5% | -8.3% | -10.6% |
| 7D | -29.3% | -2.0% | -27.2% | -27.7% |
| 30D | -46.0% | -3.6% | -42.4% | -44.1% |
| 3M | -43.2% | -12.3% | -30.9% | -37.8% |
| 6M | -53.7% | -27.5% | -26.2% | -44.0% |
| All | -53.7% | -25.4% | -28.3% | -44.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling