-31.4%
RBLX vs DOCU
-64.1%
+32.7%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -2.4% |
| 7D | -9.2% | -3.2% | -6.0% | -7.8% |
| 30D | +4.6% | +15.7% | -11.1% | -3.3% |
| 3M | +31.7% | +37.3% | -5.6% | +11.2% |
| 6M | +8.2% | +63.1% | -54.9% | -17.6% |
| YTD | -41.2% | +15.4% | -56.6% | -47.6% |
| 1Y | -53.4% | +11.3% | -64.7% | -57.9% |
| 3Y | +36.5% | +92.1% | -55.5% | -25.4% |
| 5Y | -38.9% | -70.5% | +31.6% | -19.4% |
| All | -31.4% | -64.1% | +32.7% | -21.0% |
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