+95.7%
DOCU vs RRX
+183.2%
-87.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.9% | -6.7% | -1.8% |
| 7D | -4.8% | +12.3% | -17.1% | -8.4% |
| 30D | +9.4% | +9.5% | -0.2% | +5.6% |
| 3M | +29.0% | +1.8% | +27.2% | +26.7% |
| 6M | +62.3% | -15.3% | +77.7% | +64.4% |
| YTD | +13.7% | +29.6% | -15.9% | -6.4% |
| 1Y | +11.5% | +34.1% | -22.5% | -9.8% |
| 3Y | +94.2% | +74.0% | +20.2% | +32.3% |
| 5Y | -71.7% | +14.7% | -86.4% | -77.6% |
| All | +95.7% | +183.2% | -87.5% | +10.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling