+89.5%
DOCU vs RVTY
+91.6%
-2.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -3.4% | -2.7% | -0.7% | -2.8% |
| 30D | +9.3% | +3.2% | +6.0% | +8.1% |
| 3M | +30.2% | +37.2% | -7.0% | +19.5% |
| 6M | +62.1% | +57.7% | +4.4% | +42.4% |
| YTD | +13.5% | +64.8% | -51.3% | -2.1% |
| 1Y | +11.5% | +72.8% | -61.3% | -5.4% |
| 3Y | +89.5% | +89.8% | -0.3% | +56.3% |
| All | +89.5% | +91.6% | -2.1% | +56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling