+1.9%
AA vs DOCU
+80.0%
-78.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.8% |
| 7D | -0.7% | +6.9% | -7.6% | -2.0% |
| 30D | +5.0% | +19.0% | -14.0% | +1.2% |
| 3M | -35.8% | +34.3% | -70.1% | -40.0% |
| 6M | -18.4% | +48.0% | -66.4% | -25.7% |
| YTD | -5.5% | 0.0% | -5.5% | -7.3% |
| 1Y | +61.0% | -10.3% | +71.2% | +61.0% |
| 3Y | +66.2% | +32.4% | +33.8% | +49.1% |
| 5Y | +11.4% | -77.9% | +89.3% | +17.5% |
| All | +1.9% | +80.0% | -78.1% | -34.3% |
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