+175.4%
RMD vs DOCU
+107.7%
+67.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | -0.2% |
| 7D | -5.3% | -3.2% | -2.1% | -4.9% |
| 30D | +8.4% | +15.7% | -7.2% | +6.1% |
| 3M | +7.1% | +37.3% | -30.1% | +2.1% |
| 6M | +15.8% | +63.1% | -47.3% | +7.2% |
| YTD | +0.2% | +15.4% | -15.2% | -3.1% |
| 1Y | -1.4% | +11.3% | -12.7% | -4.3% |
| 3Y | +61.3% | +92.1% | -30.8% | +39.2% |
| 5Y | -3.9% | -70.5% | +66.6% | +1.4% |
| All | +175.4% | +107.7% | +67.7% | +98.1% |
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 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