+72.2%
DOCU vs RVTY
+79.2%
-7.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.9% |
| 7D | +6.9% | +1.1% | +5.8% | +6.2% |
| 30D | +19.0% | +13.2% | +5.8% | +10.9% |
| 3M | +34.3% | +27.2% | +7.0% | +15.9% |
| 6M | +48.0% | +32.4% | +15.6% | +22.6% |
| YTD | 0.0% | +34.9% | -34.9% | -18.8% |
| 1Y | -10.3% | +52.4% | -62.6% | -33.4% |
| 3Y | +32.4% | +12.3% | +20.1% | +10.7% |
| 5Y | -77.9% | -30.8% | -47.1% | -73.7% |
| All | +72.2% | +79.2% | -7.0% | +4.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling