+150.9%
RTX vs DOCU
-71.6%
+222.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +1.3% | -3.7% | +5.0% | +1.5% |
| 30D | +7.6% | +15.0% | -7.3% | +6.7% |
| 3M | -8.6% | +39.9% | -48.5% | -10.6% |
| 6M | +15.6% | +66.2% | -50.5% | +11.6% |
| YTD | +9.4% | +17.7% | -8.3% | +7.9% |
| 1Y | +14.7% | +13.7% | +1.0% | +13.4% |
| 3Y | +154.7% | +95.9% | +58.8% | +137.2% |
| 5Y | +150.9% | -71.7% | +222.5% | +146.4% |
| All | +150.9% | -71.6% | +222.5% | +146.4% |
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