+72.2%
DOCU vs RGEN
+341.4%
-269.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.2% | +4.9% | +4.2% |
| 7D | +6.9% | -4.9% | +11.8% | +9.1% |
| 30D | +19.0% | +5.7% | +13.3% | +16.1% |
| 3M | +34.3% | +32.4% | +1.9% | +17.5% |
| 6M | +48.0% | +33.2% | +14.8% | +27.2% |
| YTD | 0.0% | +2.3% | -2.3% | -3.7% |
| 1Y | -10.3% | +39.0% | -49.3% | -26.3% |
| 3Y | +32.4% | -4.6% | +37.0% | +16.4% |
| 5Y | -77.9% | -42.7% | -35.3% | -76.3% |
| All | +72.2% | +341.4% | -269.2% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling