-70.5%
DOCU vs RBA
+48.6%
-119.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.8% |
| 7D | -3.2% | +7.3% | -10.6% | -6.0% |
| 30D | +15.7% | +16.9% | -1.3% | +8.2% |
| 3M | +37.3% | -0.5% | +37.8% | +37.0% |
| 6M | +63.1% | -10.4% | +73.5% | +68.6% |
| YTD | +15.4% | -7.2% | +22.6% | +16.6% |
| 1Y | +11.3% | -2.2% | +13.6% | +9.8% |
| 3Y | +92.1% | +43.7% | +48.3% | +54.8% |
| 5Y | -70.5% | +38.7% | -109.2% | -77.4% |
| All | -70.5% | +48.6% | -119.1% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling