+95.3%
DOCU vs RBA
+233.4%
-138.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.3% | -1.2% |
| 7D | -5.5% | +4.3% | -9.8% | -7.0% |
| 30D | +12.6% | +16.3% | -3.7% | +6.4% |
| 3M | +36.4% | +1.3% | +35.1% | +35.3% |
| 6M | +66.8% | -11.1% | +77.9% | +72.3% |
| YTD | +13.5% | -8.5% | +21.9% | +15.3% |
| 1Y | +11.3% | -2.1% | +13.4% | +10.2% |
| 3Y | +92.1% | +44.6% | +47.5% | +60.9% |
| 5Y | -71.0% | +36.8% | -107.8% | -76.1% |
| All | +95.3% | +233.4% | -138.1% | +21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling