+149.7%
RSP vs DOCU
+107.7%
+42.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.7% |
| 7D | -1.4% | -3.2% | +1.8% | -1.0% |
| 30D | +2.1% | +15.7% | -13.5% | +0.2% |
| 3M | -0.9% | +37.3% | -38.2% | -5.1% |
| 6M | +7.5% | +63.1% | -55.6% | +0.4% |
| YTD | +14.6% | +15.4% | -0.8% | +11.2% |
| 1Y | +17.6% | +11.3% | +6.3% | +14.6% |
| 3Y | +60.8% | +92.1% | -31.3% | +42.1% |
| 5Y | +46.1% | -70.5% | +116.6% | +49.7% |
| All | +149.7% | +107.7% | +42.0% | +85.3% |
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 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