+95.3%
DOCU vs RRX
+164.9%
-69.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.5% | -7.1% | -3.2% |
| 7D | -5.5% | +7.5% | -13.1% | -7.9% |
| 30D | +12.6% | +3.0% | +9.7% | +10.7% |
| 3M | +36.4% | -5.3% | +41.7% | +36.9% |
| 6M | +66.8% | -26.6% | +93.4% | +76.2% |
| YTD | +13.5% | +21.2% | -7.7% | -4.7% |
| 1Y | +11.3% | +25.9% | -14.6% | -8.4% |
| 3Y | +92.1% | +71.7% | +20.4% | +30.3% |
| 5Y | -71.0% | +7.8% | -78.7% | -76.5% |
| All | +95.3% | +164.9% | -69.6% | +12.8% |
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