+195.3%
RBRK vs DOCU
+43.1%
+152.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.2% | -3.3% | -2.1% |
| 7D | -8.2% | -0.4% | -7.7% | -7.9% |
| 30D | -9.0% | +12.9% | -21.9% | -15.9% |
| 3M | +12.7% | +35.1% | -22.3% | -7.0% |
| 6M | +75.7% | +76.2% | -0.4% | +21.5% |
| YTD | +42.9% | +17.2% | +25.7% | +25.5% |
| 1Y | +44.5% | +16.4% | +28.1% | +25.5% |
| All | +195.3% | +43.1% | +152.2% | +144.5% |
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