+72.2%
DOCU vs RRX
+154.6%
-82.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | +6.9% | +3.4% | +3.4% | +5.8% |
| 30D | +19.0% | -11.1% | +30.1% | +23.1% |
| 3M | +34.3% | -23.7% | +58.0% | +42.6% |
| 6M | +48.0% | -22.0% | +70.0% | +51.6% |
| YTD | 0.0% | +16.5% | -16.5% | -14.0% |
| 1Y | -10.3% | +11.5% | -21.8% | -22.1% |
| 3Y | +32.4% | +1.5% | +30.9% | +13.2% |
| 5Y | -77.9% | +18.3% | -96.2% | -82.3% |
| All | +72.2% | +154.6% | -82.4% | +1.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling