+22.2%
ROK vs DOCU
-71.9%
+94.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -2.0% | -12.2% | -13.8% |
| 7D | -15.6% | -3.2% | -12.4% | -15.1% |
| 30D | -15.5% | +15.7% | -31.1% | -17.5% |
| 3M | -15.1% | +37.3% | -52.3% | -19.7% |
| 6M | -12.0% | +63.1% | -75.2% | -19.9% |
| YTD | -1.1% | +15.4% | -16.5% | -4.9% |
| 1Y | +6.5% | +11.3% | -4.8% | +2.9% |
| 3Y | +51.8% | +92.1% | -40.3% | +28.0% |
| 5Y | +22.2% | -70.5% | +92.7% | +12.1% |
| All | +22.2% | -71.9% | +94.1% | +12.1% |
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