-2.0%
RKT vs DOCU
-71.9%
+69.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -0.7% |
| 7D | +24.3% | -3.2% | +27.5% | +25.6% |
| 30D | +27.9% | +15.7% | +12.2% | +22.0% |
| 3M | +6.9% | +37.3% | -30.3% | -3.6% |
| 6M | +5.2% | +63.1% | -57.9% | -10.9% |
| YTD | -23.5% | +15.4% | -38.8% | -28.7% |
| 1Y | -9.1% | +11.3% | -20.4% | -14.3% |
| 3Y | +81.5% | +92.1% | -10.6% | +31.6% |
| 5Y | -2.0% | -70.5% | +68.5% | -9.5% |
| All | -2.0% | -71.9% | +69.9% | -9.5% |
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 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