+95.3%
DOCU vs RNG
+162.2%
-66.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | -0.1% |
| 7D | -3.2% | -11.2% | +8.0% | +1.4% |
| 30D | +15.7% | -3.8% | +19.5% | +17.0% |
| 3M | +37.3% | +21.1% | +16.1% | +26.3% |
| 6M | +63.1% | +56.2% | +6.9% | +34.2% |
| YTD | +15.4% | +158.8% | -143.4% | -23.9% |
| 1Y | +11.3% | +173.6% | -162.3% | -28.3% |
| All | +95.3% | +162.2% | -66.9% | +25.2% |
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