+164.6%
DOCN vs RRX
+25.0%
+139.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.7% |
| 7D | +1.1% | +3.4% | -2.3% | -1.0% |
| 30D | -9.6% | -11.1% | +1.5% | -2.8% |
| 3M | -37.7% | -23.7% | -14.0% | -27.3% |
| 6M | +115.2% | -22.0% | +137.2% | +144.8% |
| YTD | +133.7% | +16.5% | +117.3% | +104.5% |
| 1Y | +250.2% | +11.5% | +238.6% | +211.9% |
| 3Y | +320.3% | +1.5% | +318.8% | +278.5% |
| 5Y | +53.1% | +18.3% | +34.8% | +26.9% |
| All | +164.6% | +25.0% | +139.6% | +123.2% |
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