+95.5%
DOCU vs RRX
+182.0%
-86.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | 0.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.6% |
| 30D | +9.3% | +9.0% | +0.2% | +5.6% |
| 3M | +30.2% | +4.0% | +26.2% | +27.0% |
| 6M | +62.1% | -15.7% | +77.9% | +64.4% |
| YTD | +13.5% | +29.0% | -15.5% | -6.4% |
| 1Y | +11.5% | +35.2% | -23.7% | -10.2% |
| 3Y | +89.5% | +67.7% | +21.8% | +31.1% |
| 5Y | -69.6% | +14.9% | -84.5% | -75.9% |
| All | +95.5% | +182.0% | -86.5% | +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