+102.6%
DOCU vs RL
+339.3%
-236.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.5% | -4.3% | -1.1% |
| 7D | -3.7% | +5.8% | -9.5% | -5.4% |
| 30D | +15.0% | +12.7% | +2.2% | +10.8% |
| 3M | +39.9% | +9.3% | +30.6% | +35.6% |
| 6M | +66.2% | +16.9% | +49.2% | +56.1% |
| YTD | +17.7% | +17.5% | +0.2% | +9.6% |
| 1Y | +13.7% | +34.6% | -21.0% | +1.1% |
| 3Y | +95.9% | +273.2% | -177.3% | +22.0% |
| 5Y | -71.7% | +265.2% | -336.9% | -82.6% |
| All | +102.6% | +339.3% | -236.6% | +22.7% |
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