-6.6%
RMD vs DOCU
-71.0%
+64.4%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.5% |
| 7D | +2.3% | -5.5% | +7.9% | +3.1% |
| 30D | +4.1% | +12.6% | -8.5% | +2.5% |
| 3M | +5.7% | +36.4% | -30.7% | +1.2% |
| 6M | +12.9% | +66.8% | -53.9% | +5.0% |
| YTD | -1.5% | +13.5% | -15.0% | -4.2% |
| 1Y | -4.8% | +11.3% | -16.1% | -7.3% |
| 3Y | +57.5% | +92.1% | -34.6% | +37.1% |
| All | -6.6% | -71.0% | +64.4% | -10.1% |
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