+95.5%
ROL vs DOCU
+111.8%
-16.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +14.6% | -3.7% | +18.3% | +15.0% |
| 30D | +29.3% | +15.0% | +14.3% | +27.1% |
| 3M | +2.0% | +39.9% | -37.9% | -2.2% |
| 6M | -28.5% | +66.2% | -94.7% | -33.1% |
| YTD | -35.3% | +17.7% | -53.0% | -37.3% |
| 1Y | -34.7% | +13.7% | -48.4% | -36.5% |
| 3Y | +4.9% | +95.9% | -91.1% | -8.0% |
| 5Y | +13.2% | -71.7% | +84.8% | +24.6% |
| All | +95.5% | +111.8% | -16.3% | +51.5% |
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