+86.7%
ROP vs DOCU
+104.2%
-17.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.7% | -1.3% | -2.7% |
| 7D | +2.1% | -5.5% | +7.7% | +3.0% |
| 30D | +32.9% | +12.6% | +20.3% | +30.7% |
| 3M | +20.0% | +36.4% | -16.4% | +14.7% |
| 6M | +36.4% | +66.8% | -30.4% | +26.7% |
| YTD | +7.8% | +13.5% | -5.6% | +4.8% |
| 1Y | +8.0% | +11.3% | -3.3% | +5.1% |
| 3Y | -3.5% | +92.1% | -95.5% | -14.4% |
| 5Y | +1.5% | -71.0% | +72.4% | +5.7% |
| All | +86.7% | +104.2% | -17.5% | +36.8% |
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 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