+112.3%
ROST vs DOCU
-78.0%
+190.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.9% |
| 7D | +0.9% | +6.9% | -6.0% | 0.0% |
| 30D | -8.9% | +19.0% | -27.9% | -11.3% |
| 3M | -0.8% | +34.3% | -35.1% | -5.4% |
| 6M | +8.5% | +48.0% | -39.5% | +1.5% |
| YTD | +28.6% | 0.0% | +28.6% | +27.1% |
| 1Y | +52.3% | -10.3% | +62.6% | +52.4% |
| 3Y | +94.8% | +32.4% | +62.4% | +76.0% |
| All | +112.3% | -78.0% | +190.3% | +111.3% |
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