-58.9%
RIG vs DOCU
+107.7%
-166.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.3% |
| 3M | -0.8% | +37.3% | -38.1% | -7.2% |
| 6M | -18.4% | +63.1% | -81.5% | -26.9% |
| YTD | +23.5% | +15.4% | +8.1% | +17.6% |
| 1Y | +30.8% | +11.3% | +19.5% | +25.3% |
| 3Y | -25.4% | +92.1% | -117.5% | -38.8% |
| 5Y | +42.5% | -70.5% | +113.0% | +53.1% |
| All | -58.9% | +107.7% | -166.6% | -74.9% |
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