+54.8%
ROK vs DOCU
+91.1%
-36.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.0% | -12.2% | -13.9% |
| 7D | -15.6% | -3.2% | -12.4% | -15.3% |
| 30D | -15.5% | +15.7% | -31.1% | -16.9% |
| 3M | -15.1% | +37.3% | -52.3% | -18.5% |
| 6M | -12.0% | +63.1% | -75.2% | -18.0% |
| YTD | -1.1% | +15.4% | -16.5% | -3.0% |
| 1Y | +6.5% | +11.3% | -4.8% | +4.9% |
| All | +54.8% | +91.1% | -36.2% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling