+331.1%
RSG vs DOCU
+107.7%
+223.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.0% | +3.6% | +1.7% |
| 7D | +5.6% | -3.2% | +8.8% | +5.7% |
| 30D | +16.1% | +15.7% | +0.5% | +15.3% |
| 3M | +20.5% | +37.3% | -16.8% | +18.4% |
| 6M | +22.7% | +63.1% | -40.4% | +19.3% |
| YTD | +18.7% | +15.4% | +3.3% | +17.3% |
| 1Y | +21.9% | +11.3% | +10.6% | +20.5% |
| 3Y | +67.6% | +92.1% | -24.4% | +59.2% |
| 5Y | +99.3% | -70.5% | +169.8% | +103.1% |
| All | +331.1% | +107.7% | +223.4% | +237.4% |
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 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