+30.9%
DOCU vs RNG
+135.4%
-104.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +5.3% |
| 7D | +6.9% | +5.8% | +1.1% | +4.3% |
| 30D | +19.0% | +19.6% | -0.6% | +10.8% |
| 3M | +34.3% | +67.0% | -32.7% | +8.8% |
| 6M | +48.0% | +88.4% | -40.4% | +13.7% |
| YTD | 0.0% | +155.5% | -155.5% | -33.2% |
| 1Y | -10.3% | +141.7% | -151.9% | -38.8% |
| All | +30.9% | +135.4% | -104.5% | -13.9% |
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