-71.7%
DOCU vs RRC
+110.6%
-182.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.3% | -1.0% |
| 7D | -5.5% | -10.8% | +5.3% | -3.0% |
| 30D | +12.6% | +22.3% | -9.7% | +6.6% |
| 3M | +36.4% | +26.6% | +9.8% | +27.7% |
| 6M | +66.8% | +18.9% | +47.9% | +58.3% |
| YTD | +13.5% | +39.2% | -25.7% | +2.5% |
| 1Y | +11.3% | +34.0% | -22.7% | +1.4% |
| 3Y | +92.1% | +42.0% | +50.0% | +67.6% |
| All | -71.7% | +110.6% | -182.3% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling