-19.2%
AA vs DOCU
+104.2%
-123.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.6% | +3.2% |
| 7D | +0.9% | -5.5% | +6.4% | +2.0% |
| 30D | -6.7% | +12.6% | -19.3% | -9.0% |
| 3M | -16.3% | +36.4% | -52.7% | -21.8% |
| 6M | -37.1% | +66.8% | -103.9% | -44.1% |
| YTD | -25.0% | +13.5% | -38.5% | -28.5% |
| 1Y | +8.6% | +11.3% | -2.7% | +3.9% |
| 3Y | +57.2% | +92.1% | -34.8% | +30.8% |
| 5Y | -13.0% | -71.0% | +58.0% | -12.3% |
| All | -19.2% | +104.2% | -123.4% | -49.4% |
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