-52.9%
RIG vs DOCU
+80.0%
-132.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.7% | -6.5% | -3.5% |
| 7D | +0.9% | +6.9% | -6.0% | -0.5% |
| 30D | +13.8% | +19.0% | -5.2% | +9.6% |
| 3M | -6.4% | +34.3% | -40.7% | -12.6% |
| 6M | -8.2% | +48.0% | -56.2% | -16.5% |
| YTD | +41.6% | 0.0% | +41.6% | +38.8% |
| 1Y | +88.7% | -10.3% | +99.0% | +88.5% |
| 3Y | -30.9% | +32.4% | -63.2% | -38.7% |
| 5Y | +57.7% | -77.9% | +135.6% | +79.5% |
| All | -52.9% | +80.0% | -132.9% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling