-55.4%
RIG vs DOCU
+112.5%
-167.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.4% | +4.0% |
| 7D | +5.7% | +4.1% | +1.7% | +4.9% |
| 30D | -0.7% | +7.4% | -8.1% | -2.1% |
| 3M | -3.1% | +26.0% | -29.2% | -7.7% |
| 6M | -16.3% | +79.2% | -95.5% | -26.4% |
| YTD | +34.1% | +18.1% | +16.1% | +27.1% |
| 1Y | +38.2% | +20.5% | +17.6% | +30.1% |
| 3Y | -15.3% | +96.4% | -111.7% | -30.7% |
| 5Y | +62.5% | -69.5% | +131.9% | +73.4% |
| All | -55.4% | +112.5% | -167.9% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling