+30.9%
DOCU vs RBA
+36.9%
-6.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.3% | +3.4% | +3.6% |
| 7D | +6.9% | -2.9% | +9.8% | +7.8% |
| 30D | +19.0% | -12.3% | +31.3% | +23.4% |
| 3M | +34.3% | -20.5% | +54.8% | +42.5% |
| 6M | +48.0% | -18.5% | +66.6% | +55.5% |
| YTD | 0.0% | -18.2% | +18.2% | +4.9% |
| 1Y | -10.3% | -27.5% | +17.2% | -2.7% |
| All | +30.9% | +36.9% | -6.1% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling