+375.8%
ROKU vs DOCU
+80.0%
+295.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -3.6% |
| 7D | -1.3% | +6.9% | -8.2% | -4.7% |
| 30D | +5.9% | +19.0% | -13.1% | -4.2% |
| 3M | +23.9% | +34.3% | -10.4% | +4.0% |
| 6M | +59.6% | +48.0% | +11.6% | +24.9% |
| YTD | +43.4% | 0.0% | +43.4% | +36.3% |
| 1Y | +60.2% | -10.3% | +70.4% | +58.3% |
| 3Y | +90.4% | +32.4% | +58.0% | +37.5% |
| 5Y | -54.5% | -77.9% | +23.4% | -28.3% |
| All | +375.8% | +80.0% | +295.8% | +242.8% |
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