-42.1%
ROKU vs DOCU
-71.0%
+28.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.9% |
| 7D | +3.5% | -5.5% | +9.0% | +6.5% |
| 30D | +5.1% | +12.6% | -7.5% | -1.6% |
| 3M | +7.0% | +36.4% | -29.4% | -10.9% |
| 6M | +25.4% | +66.8% | -41.4% | -8.5% |
| YTD | +48.0% | +13.5% | +34.5% | +30.6% |
| 1Y | +53.1% | +11.3% | +41.8% | +35.6% |
| 3Y | +92.7% | +92.1% | +0.6% | +4.6% |
| All | -42.1% | -71.0% | +28.9% | -38.1% |
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