+514.7%
RVMD vs DOCU
-9.4%
+524.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -2.0% | -9.1% | -10.5% |
| 7D | -6.6% | -3.2% | -3.4% | -5.8% |
| 30D | -11.1% | +15.7% | -26.8% | -14.6% |
| 3M | -10.0% | +37.3% | -47.2% | -17.9% |
| 6M | +20.7% | +63.1% | -42.4% | +3.6% |
| YTD | +123.0% | +15.4% | +107.7% | +109.3% |
| 1Y | +199.4% | +11.3% | +188.1% | +182.8% |
| 3Y | +701.7% | +92.1% | +609.6% | +511.3% |
| 5Y | +427.2% | -70.5% | +497.6% | +456.5% |
| All | +514.7% | -9.4% | +524.1% | +428.3% |
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