+200.3%
RIO vs DOCU
+111.8%
+88.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.6% |
| 7D | -1.6% | -3.7% | +2.1% | -1.2% |
| 30D | -11.6% | +15.0% | -26.5% | -12.8% |
| 3M | -12.7% | +39.9% | -52.6% | -15.8% |
| 6M | -12.4% | +66.2% | -78.5% | -17.2% |
| YTD | +11.0% | +17.7% | -6.7% | +8.3% |
| 1Y | +30.8% | +13.7% | +17.2% | +28.0% |
| 3Y | +52.4% | +95.9% | -43.5% | +36.3% |
| 5Y | +96.4% | -71.7% | +168.1% | +105.1% |
| All | +200.3% | +111.8% | +88.5% | +141.0% |
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