+42.5%
RIG vs DOCU
-71.9%
+114.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.0% | -4.5% | -6.0% |
| 7D | -23.8% | -3.2% | -20.6% | -23.2% |
| 30D | -5.6% | +15.7% | -21.2% | -8.2% |
| 3M | -0.8% | +37.3% | -38.1% | -7.1% |
| 6M | -18.4% | +63.1% | -81.5% | -26.9% |
| YTD | +23.5% | +15.4% | +8.1% | +17.9% |
| 1Y | +30.8% | +11.3% | +19.5% | +25.7% |
| 3Y | -25.4% | +92.1% | -117.5% | -39.2% |
| 5Y | +42.5% | -70.5% | +113.0% | +39.7% |
| All | +42.5% | -71.9% | +114.3% | +39.7% |
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 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