+72.2%
DOCU vs RNG
+9.9%
+62.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.9% | +7.6% | +5.5% |
| 7D | +6.9% | +5.8% | +1.1% | +3.8% |
| 30D | +19.0% | +19.6% | -0.6% | +9.3% |
| 3M | +34.3% | +67.0% | -32.7% | +3.9% |
| 6M | +48.0% | +88.4% | -40.4% | +6.9% |
| YTD | 0.0% | +155.5% | -155.5% | -40.1% |
| 1Y | -10.3% | +141.7% | -151.9% | -44.9% |
| 3Y | +32.4% | +131.1% | -98.7% | -23.5% |
| 5Y | -77.9% | -70.6% | -7.4% | -69.2% |
| All | +72.2% | +9.9% | +62.3% | +20.9% |
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 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