+4.5%
ROP vs DOCU
-71.9%
+76.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +9.2% | -3.2% | +12.4% | +9.7% |
| 30D | +35.5% | +15.7% | +19.8% | +32.7% |
| 3M | +24.4% | +37.3% | -12.8% | +18.6% |
| 6M | +38.0% | +63.1% | -25.1% | +28.3% |
| YTD | +11.1% | +15.4% | -4.3% | +7.4% |
| 1Y | +10.9% | +11.3% | -0.4% | +7.5% |
| 3Y | -0.5% | +92.1% | -92.5% | -11.6% |
| 5Y | +4.5% | -70.5% | +75.0% | -0.3% |
| All | +4.5% | -71.9% | +76.4% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling