-17.0%
AA vs DOCU
+111.8%
-128.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.7% |
| 7D | +0.9% | -3.7% | +4.6% | +1.6% |
| 30D | -6.4% | +15.0% | -21.4% | -9.1% |
| 3M | -13.0% | +39.9% | -52.9% | -19.1% |
| 6M | -34.6% | +66.2% | -100.8% | -41.8% |
| YTD | -23.0% | +17.7% | -40.7% | -27.2% |
| 1Y | +16.0% | +13.7% | +2.3% | +10.5% |
| 3Y | +58.0% | +95.9% | -37.9% | +30.9% |
| 5Y | -7.9% | -71.7% | +63.8% | -7.1% |
| All | -17.0% | +111.8% | -128.9% | -48.4% |
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 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