-71.7%
DOCU vs RGEN
-35.1%
-36.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.6% | -2.9% |
| 7D | -5.5% | -1.9% | -3.6% | -4.9% |
| 30D | +12.6% | +3.7% | +8.9% | +10.5% |
| 3M | +36.4% | +8.8% | +27.6% | +30.1% |
| 6M | +66.8% | +38.0% | +28.8% | +41.9% |
| YTD | +13.5% | +5.9% | +7.6% | +6.8% |
| 1Y | +11.3% | +19.7% | -8.4% | -1.1% |
| 3Y | +92.1% | +20.5% | +71.5% | +50.1% |
| All | -71.7% | -35.1% | -36.5% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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