+92.1%
DOCU vs RRX
+63.4%
+28.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.1% | -2.2% |
| 7D | -5.5% | +7.5% | -13.1% | -6.4% |
| 30D | +12.6% | +3.0% | +9.7% | +12.0% |
| 3M | +36.4% | -5.3% | +41.7% | +37.0% |
| 6M | +66.8% | -26.6% | +93.4% | +72.5% |
| YTD | +13.5% | +21.2% | -7.7% | -1.3% |
| 1Y | +11.3% | +25.9% | -14.6% | -4.8% |
| 3Y | +92.1% | +71.7% | +20.4% | +29.9% |
| All | +92.1% | +63.4% | +28.6% | +29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling