+11.3%
DOCU vs RVTY
+69.5%
-58.2%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.8% | -4.5% | -2.0% |
| 7D | -5.5% | -1.2% | -4.3% | -5.4% |
| 30D | +12.6% | +1.0% | +11.6% | +12.3% |
| 3M | +36.4% | +35.8% | +0.6% | +29.9% |
| 6M | +66.8% | +56.7% | +10.1% | +54.3% |
| YTD | +13.5% | +60.7% | -47.3% | +6.6% |
| 1Y | +11.3% | +73.7% | -62.4% | -2.8% |
| All | +11.3% | +69.5% | -58.2% | -2.8% |
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