+66.4%
DOCN vs RVTY
+21.0%
+45.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -5.4% | -10.5% | -12.2% |
| 7D | -29.3% | -9.0% | -20.3% | -24.2% |
| 30D | -46.0% | -1.6% | -44.5% | -45.0% |
| 3M | -43.2% | +31.2% | -74.4% | -53.2% |
| 6M | -53.7% | +63.6% | -117.3% | -68.5% |
| YTD | +46.9% | +56.3% | -9.4% | +1.1% |
| 1Y | +54.3% | +63.3% | -9.0% | +1.8% |
| 3Y | +185.5% | +72.4% | +113.1% | +64.8% |
| 5Y | -31.1% | -9.6% | -21.5% | -20.7% |
| All | +66.4% | +21.0% | +45.3% | +58.5% |
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