+98.6%
DOCU vs RNG
+11.3%
+87.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.7% | +2.7% | +0.2% |
| 7D | -3.2% | -11.2% | +8.0% | +2.3% |
| 30D | +15.7% | -3.8% | +19.5% | +17.2% |
| 3M | +37.3% | +21.1% | +16.1% | +24.3% |
| 6M | +63.1% | +56.2% | +6.9% | +28.7% |
| YTD | +15.4% | +158.8% | -143.4% | -31.9% |
| 1Y | +11.3% | +173.6% | -162.3% | -36.1% |
| 3Y | +92.1% | +163.9% | -71.8% | +3.7% |
| 5Y | -70.5% | -68.1% | -2.4% | -60.5% |
| All | +98.6% | +11.3% | +87.4% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling