-71.7%
DOCU vs RNG
-69.1%
-2.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -0.3% |
| 7D | -5.5% | -11.3% | +5.8% | +0.1% |
| 30D | +12.6% | -5.7% | +18.3% | +15.3% |
| 3M | +36.4% | +16.8% | +19.6% | +25.3% |
| 6M | +66.8% | +58.5% | +8.3% | +29.6% |
| YTD | +13.5% | +151.3% | -137.8% | -33.3% |
| 1Y | +11.3% | +169.0% | -157.7% | -37.0% |
| 3Y | +92.1% | +156.9% | -64.9% | +1.8% |
| All | -71.7% | -69.1% | -2.6% | -61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling