-57.2%
RIG vs DOCU
+110.9%
-168.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +1.9% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | -5.2% | +12.9% | -18.1% | -7.5% |
| 3M | -8.6% | +35.1% | -43.7% | -14.2% |
| 6M | -18.9% | +76.2% | -95.1% | -28.5% |
| YTD | +28.6% | +17.2% | +11.4% | +22.0% |
| 1Y | +25.5% | +16.4% | +9.1% | +19.1% |
| 3Y | -20.2% | +95.6% | -115.7% | -34.7% |
| 5Y | +53.9% | -68.5% | +122.4% | +63.2% |
| All | -57.2% | +110.9% | -168.2% | -74.0% |
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