-70.5%
DOCU vs RGEN
-36.7%
-33.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +0.2% |
| 7D | -3.2% | -10.7% | +7.5% | +1.1% |
| 30D | +15.7% | -3.6% | +19.3% | +16.9% |
| 3M | +37.3% | +6.2% | +31.0% | +32.2% |
| 6M | +63.1% | +34.1% | +29.0% | +40.4% |
| YTD | +15.4% | +2.8% | +12.6% | +9.9% |
| 1Y | +11.3% | +15.5% | -4.2% | +0.4% |
| 3Y | +92.1% | +12.1% | +80.0% | +55.8% |
| 5Y | -70.5% | -36.9% | -33.6% | -70.5% |
| All | -70.5% | -36.7% | -33.8% | -70.5% |
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