+72.2%
DOCU vs RL
+273.3%
-201.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.0% | +1.7% | +3.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.1% |
| 30D | +19.0% | -7.8% | +26.8% | +21.6% |
| 3M | +34.3% | -4.0% | +38.3% | +35.0% |
| 6M | +48.0% | -1.9% | +49.9% | +46.0% |
| YTD | 0.0% | -0.2% | +0.2% | -2.0% |
| 1Y | -10.3% | +10.7% | -20.9% | -15.4% |
| 3Y | +32.4% | +210.8% | -178.4% | -12.7% |
| 5Y | -77.9% | +238.2% | -316.2% | -85.9% |
| All | +72.2% | +273.3% | -201.1% | +9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling