+93.3%
ROL vs DOCU
+104.2%
-10.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.7% | -0.4% | -1.9% |
| 7D | +9.5% | -5.5% | +15.0% | +10.2% |
| 30D | +22.9% | +12.6% | +10.3% | +21.2% |
| 3M | +3.5% | +36.4% | -32.9% | -0.4% |
| 6M | -29.4% | +66.8% | -96.2% | -34.0% |
| YTD | -36.1% | +13.5% | -49.5% | -37.7% |
| 1Y | -34.4% | +11.3% | -45.7% | -36.0% |
| 3Y | +4.0% | +92.1% | -88.1% | -8.6% |
| 5Y | +13.2% | -71.0% | +84.2% | +23.8% |
| All | +93.3% | +104.2% | -10.9% | +50.4% |
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