+97.5%
ROL vs DOCU
+107.7%
-10.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +11.7% | -3.2% | +14.9% | +12.1% |
| 30D | +27.7% | +15.7% | +12.0% | +25.5% |
| 3M | +3.7% | +37.3% | -33.6% | -0.4% |
| 6M | -27.8% | +63.1% | -90.9% | -32.3% |
| YTD | -34.7% | +15.4% | -50.1% | -36.5% |
| 1Y | -34.1% | +11.3% | -45.4% | -35.7% |
| 3Y | +5.9% | +92.1% | -86.2% | -6.9% |
| 5Y | +15.6% | -70.5% | +86.1% | +26.2% |
| All | +97.5% | +107.7% | -10.2% | +53.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling