+40.9%
RIG vs DOCU
-71.0%
+111.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.1% |
| 7D | -24.5% | -5.5% | -18.9% | -23.6% |
| 30D | -2.8% | +12.6% | -15.4% | -5.0% |
| 3M | +1.6% | +36.4% | -34.8% | -4.8% |
| 6M | -15.9% | +66.8% | -82.7% | -25.0% |
| YTD | +26.9% | +13.5% | +13.4% | +21.6% |
| 1Y | +34.4% | +11.3% | +23.1% | +29.1% |
| 3Y | -21.2% | +92.1% | -113.3% | -35.8% |
| All | +40.9% | -71.0% | +111.9% | +37.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling