+95.5%
DOCU vs RNG
+10.0%
+85.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.9% | -0.5% |
| 7D | -3.4% | -6.0% | +2.7% | -0.5% |
| 30D | +9.3% | -7.4% | +16.6% | +12.7% |
| 3M | +30.2% | +14.6% | +15.6% | +21.0% |
| 6M | +62.1% | +61.5% | +0.6% | +25.9% |
| YTD | +13.5% | +155.7% | -142.1% | -32.6% |
| 1Y | +11.5% | +172.5% | -161.0% | -35.9% |
| 3Y | +89.5% | +168.0% | -78.5% | +1.5% |
| 5Y | -69.6% | -73.8% | +4.2% | -55.0% |
| All | +95.5% | +10.0% | +85.5% | +36.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling