+97.7%
DOCN vs RVTY
+27.9%
+69.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.5% | -4.7% | -5.5% |
| 7D | -20.0% | -3.6% | -16.5% | -18.1% |
| 30D | -38.8% | +1.4% | -40.1% | -39.2% |
| 3M | -34.8% | +43.2% | -78.0% | -49.8% |
| 6M | -22.8% | +84.5% | -107.3% | -51.4% |
| YTD | +74.6% | +65.2% | +9.4% | +15.1% |
| 1Y | +116.4% | +74.3% | +42.1% | +35.9% |
| 3Y | +239.3% | +82.3% | +157.1% | +87.7% |
| 5Y | -20.2% | -6.2% | -14.0% | -11.3% |
| All | +97.7% | +27.9% | +69.8% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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