-28.6%
RIG vs DOCU
+33.7%
-62.2%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.4% |
| 7D | +0.9% | +6.9% | -6.0% | -0.1% |
| 30D | +13.8% | +19.0% | -5.2% | +10.7% |
| 3M | -6.4% | +34.3% | -40.7% | -10.9% |
| 6M | -8.2% | +48.0% | -56.2% | -14.6% |
| YTD | +41.6% | 0.0% | +41.6% | +41.6% |
| 1Y | +88.7% | -10.3% | +99.0% | +92.2% |
| All | -28.6% | +33.7% | -62.2% | -39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling