+1.2%
RDW vs DOCU
-73.4%
+74.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.2% |
| 7D | -3.1% | +6.9% | -10.0% | -5.4% |
| 30D | -1.8% | +19.0% | -20.8% | -8.2% |
| 3M | -50.9% | +34.3% | -85.2% | -56.7% |
| 6M | +13.5% | +48.0% | -34.5% | -5.7% |
| YTD | +38.6% | 0.0% | +38.5% | +32.2% |
| 1Y | +28.3% | -10.3% | +38.5% | +26.9% |
| 3Y | +217.2% | +32.4% | +184.8% | +175.1% |
| 5Y | -14.0% | -77.9% | +64.0% | +1.8% |
| All | +1.2% | -73.4% | +74.5% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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