+102.6%
DOCU vs RCAT
-52.4%
+155.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -10.3% | +10.5% | +0.3% |
| 7D | -3.7% | -18.5% | +14.8% | -3.5% |
| 30D | +15.0% | -37.0% | +51.9% | +15.5% |
| 3M | +39.9% | -54.9% | +94.8% | +41.1% |
| 6M | +66.2% | -63.6% | +129.8% | +67.7% |
| YTD | +17.7% | -49.6% | +67.2% | +18.0% |
| 1Y | +13.7% | -57.8% | +71.5% | +14.1% |
| 3Y | +95.9% | +332.4% | -236.5% | +90.2% |
| 5Y | -71.7% | +48.1% | -119.8% | -72.4% |
| All | +102.6% | -52.4% | +155.0% | +92.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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