+98.6%
DOCU vs RL
+307.0%
-208.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -7.3% | +5.4% | +0.2% |
| 7D | -3.2% | -4.7% | +1.5% | -1.9% |
| 30D | +15.7% | +3.6% | +12.1% | +14.3% |
| 3M | +37.3% | +0.5% | +36.7% | +36.3% |
| 6M | +63.1% | +6.6% | +56.5% | +57.4% |
| YTD | +15.4% | +8.8% | +6.5% | +9.8% |
| 1Y | +11.3% | +21.8% | -10.4% | +2.0% |
| 3Y | +92.1% | +245.8% | -153.7% | +22.3% |
| 5Y | -70.5% | +230.0% | -300.5% | -81.4% |
| All | +98.6% | +307.0% | -208.3% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling