-10.3%
DOCU vs RNG
+144.7%
-155.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +5.3% |
| 7D | +6.9% | +5.8% | +1.1% | +4.2% |
| 30D | +19.0% | +19.6% | -0.6% | +10.5% |
| 3M | +34.3% | +67.0% | -32.7% | +8.3% |
| 6M | +48.0% | +88.4% | -40.4% | +13.3% |
| YTD | 0.0% | +155.5% | -155.5% | -32.3% |
| 1Y | -10.3% | +141.7% | -151.9% | -36.3% |
| All | -10.3% | +144.7% | -155.0% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling