+94.2%
DOCU vs RNG
+165.4%
-71.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | -4.8% | -6.2% | +1.4% | -2.3% |
| 30D | +9.4% | -8.0% | +17.4% | +12.6% |
| 3M | +29.0% | +15.7% | +13.3% | +20.8% |
| 6M | +62.3% | +60.3% | +2.0% | +32.3% |
| YTD | +13.7% | +153.8% | -140.1% | -24.5% |
| 1Y | +11.5% | +172.2% | -160.6% | -28.0% |
| 3Y | +94.2% | +174.8% | -80.6% | +22.8% |
| All | +94.2% | +165.4% | -71.2% | +22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling