+66.4%
DOCN vs RRX
+23.4%
+43.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -7.5% | -8.3% | -11.1% |
| 7D | -29.3% | -2.0% | -27.2% | -28.1% |
| 30D | -46.0% | -3.6% | -42.4% | -44.2% |
| 3M | -43.2% | -12.3% | -30.9% | -38.1% |
| 6M | -53.7% | -27.5% | -26.2% | -44.1% |
| YTD | +46.9% | +14.9% | +32.0% | +30.3% |
| 1Y | +54.3% | +17.4% | +36.9% | +34.2% |
| 3Y | +185.5% | +55.5% | +130.0% | +90.9% |
| 5Y | -31.1% | +2.2% | -33.3% | -41.0% |
| All | +66.4% | +23.4% | +43.0% | +42.1% |
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