+92.9%
ROP vs DOCU
+111.8%
-19.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +11.7% | -3.7% | +15.4% | +12.3% |
| 30D | +35.5% | +15.0% | +20.5% | +32.8% |
| 3M | +25.3% | +39.9% | -14.6% | +19.3% |
| 6M | +38.9% | +66.2% | -27.2% | +29.0% |
| YTD | +11.4% | +17.7% | -6.3% | +7.7% |
| 1Y | +10.3% | +13.7% | -3.4% | +7.0% |
| 3Y | -0.2% | +95.9% | -96.1% | -11.7% |
| 5Y | +4.1% | -71.7% | +75.7% | +8.7% |
| All | +92.9% | +111.8% | -19.0% | +40.5% |
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