+70.5%
DOCN vs RRX
+30.1%
+40.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | -0.9% |
| 7D | -19.2% | +7.5% | -26.7% | -22.7% |
| 30D | -43.1% | +3.0% | -46.0% | -43.6% |
| 3M | -40.7% | -5.3% | -35.4% | -38.4% |
| 6M | -55.0% | -26.6% | -28.3% | -46.1% |
| YTD | +50.6% | +21.2% | +29.4% | +29.0% |
| 1Y | +54.0% | +25.9% | +28.0% | +28.0% |
| 3Y | +203.9% | +71.7% | +132.2% | +90.1% |
| 5Y | -29.4% | +7.8% | -37.1% | -41.5% |
| All | +70.5% | +30.1% | +40.4% | +40.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling