+94.9%
DOCU vs RRC
+60.0%
+34.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.3% | +1.9% | +3.0% |
| 7D | -0.4% | -0.5% | 0.0% | -0.4% |
| 30D | +12.9% | +25.2% | -12.3% | +8.7% |
| 3M | +35.1% | +27.8% | +7.2% | +29.4% |
| 6M | +76.2% | +27.2% | +49.0% | +68.8% |
| YTD | +17.2% | +48.2% | -31.0% | +8.3% |
| 1Y | +16.4% | +34.7% | -18.3% | +9.6% |
| All | +94.9% | +60.0% | +34.9% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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