-58.4%
RIG vs DOCU
+104.6%
-163.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | -17.0% | -4.8% | -12.2% | -16.2% |
| 30D | -6.2% | +9.4% | -15.6% | -7.9% |
| 3M | -1.7% | +29.0% | -30.7% | -6.9% |
| 6M | -19.2% | +62.3% | -81.5% | -27.6% |
| YTD | +25.2% | +13.7% | +11.5% | +19.5% |
| 1Y | +29.9% | +11.5% | +18.3% | +24.3% |
| 3Y | -21.3% | +94.2% | -115.5% | -35.5% |
| 5Y | +40.5% | -71.7% | +112.2% | +52.3% |
| All | -58.4% | +104.6% | -163.0% | -74.5% |
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