+21.8%
ROK vs DOCU
-71.0%
+92.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -1.1% |
| 7D | -13.8% | -5.5% | -8.3% | -13.0% |
| 30D | -14.9% | +12.6% | -27.6% | -16.6% |
| 3M | -14.7% | +36.4% | -51.1% | -19.3% |
| 6M | -17.7% | +66.8% | -84.5% | -25.3% |
| YTD | -2.5% | +13.5% | -15.9% | -6.0% |
| 1Y | +2.3% | +11.3% | -9.0% | -1.2% |
| 3Y | +52.7% | +92.1% | -39.3% | +28.7% |
| All | +21.8% | -71.0% | +92.8% | +12.3% |
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