+153.2%
RBRK vs DOCU
+22.1%
+131.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.7% | -2.0% | -0.6% |
| 7D | +0.7% | +6.9% | -6.2% | -3.5% |
| 30D | +10.4% | +19.0% | -8.5% | -0.9% |
| 3M | +21.6% | +34.3% | -12.6% | -0.3% |
| 6M | +70.7% | +48.0% | +22.7% | +32.3% |
| YTD | +22.5% | 0.0% | +22.5% | +19.3% |
| 1Y | +8.2% | -10.3% | +18.5% | +10.1% |
| All | +153.2% | +22.1% | +131.0% | +132.4% |
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