-10.3%
DOCU vs RRX
+14.9%
-25.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +6.9% | +3.4% | +3.4% | +7.4% |
| 30D | +19.0% | -11.1% | +30.1% | +17.2% |
| 3M | +34.3% | -23.7% | +58.0% | +30.9% |
| 6M | +48.0% | -22.0% | +70.0% | +45.0% |
| YTD | 0.0% | +16.5% | -16.5% | -6.2% |
| 1Y | -10.3% | +11.5% | -21.8% | -15.5% |
| All | -10.3% | +14.9% | -25.2% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling