-10.3%
DOCU vs RVTY
+57.1%
-67.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | +6.9% | +1.1% | +5.8% | +6.7% |
| 30D | +19.0% | +13.2% | +5.8% | +17.2% |
| 3M | +34.3% | +27.2% | +7.0% | +29.7% |
| 6M | +48.0% | +32.4% | +15.6% | +42.2% |
| YTD | 0.0% | +34.9% | -34.9% | -3.1% |
| 1Y | -10.3% | +52.4% | -62.6% | -11.0% |
| All | -10.3% | +57.1% | -67.4% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling