+25.5%
RIG vs DOCU
+15.8%
+9.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.2% | -0.7% | +2.5% |
| 7D | -2.6% | -0.4% | -2.1% | -2.6% |
| 30D | -5.2% | +12.9% | -18.1% | -5.0% |
| 3M | -8.6% | +35.1% | -43.7% | -7.8% |
| 6M | -18.9% | +76.2% | -95.1% | -17.0% |
| YTD | +28.6% | +17.2% | +11.4% | +32.0% |
| 1Y | +25.5% | +16.4% | +9.1% | +28.7% |
| All | +25.5% | +15.8% | +9.7% | +28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling