+101.7%
DOCU vs RVTY
+117.9%
-16.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +12.9% | +1.7% | +11.2% | +11.1% |
| 3M | +35.1% | +36.8% | -1.7% | +12.0% |
| 6M | +76.2% | +60.1% | +16.1% | +31.6% |
| YTD | +17.2% | +64.0% | -46.8% | -15.7% |
| 1Y | +16.4% | +68.2% | -51.8% | -17.8% |
| 3Y | +95.6% | +88.8% | +6.8% | +16.0% |
| 5Y | -68.5% | -10.5% | -58.0% | -68.0% |
| All | +101.7% | +117.9% | -16.2% | +8.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling