-19.3%
RMD vs DOCU
-78.0%
+58.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.8% |
| 7D | -5.0% | +6.9% | -11.9% | -5.8% |
| 30D | +2.2% | +19.0% | -16.8% | -0.3% |
| 3M | +17.8% | +34.3% | -16.4% | +13.0% |
| 6M | -11.3% | +48.0% | -59.3% | -16.5% |
| YTD | -4.4% | 0.0% | -4.4% | -5.4% |
| 1Y | -15.7% | -10.3% | -5.5% | -15.7% |
| 3Y | +47.7% | +32.4% | +15.3% | +35.4% |
| All | -19.3% | -78.0% | +58.7% | -17.4% |
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 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