+204.3%
ROK vs DOCU
+80.0%
+124.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.8% |
| 7D | +0.7% | +6.9% | -6.2% | -0.3% |
| 30D | -3.3% | +19.0% | -22.3% | -5.9% |
| 3M | -5.9% | +34.3% | -40.2% | -10.4% |
| 6M | +13.9% | +48.0% | -34.1% | +6.1% |
| YTD | +12.6% | 0.0% | +12.6% | +11.0% |
| 1Y | +28.6% | -10.3% | +38.9% | +28.5% |
| 3Y | +45.1% | +32.4% | +12.7% | +33.2% |
| 5Y | +45.6% | -77.9% | +123.5% | +53.1% |
| All | +204.3% | +80.0% | +124.2% | +124.2% |
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