-68.9%
AAL vs DOCU
+104.2%
-173.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +4.6% | -5.5% | +10.2% | +5.7% |
| 30D | +2.6% | +12.6% | -10.1% | +0.2% |
| 3M | -17.8% | +36.4% | -54.2% | -22.9% |
| 6M | +1.9% | +66.8% | -64.9% | -8.6% |
| YTD | -14.0% | +13.5% | -27.5% | -17.6% |
| 1Y | +0.2% | +11.3% | -11.1% | -3.7% |
| 3Y | +13.0% | +92.1% | -79.0% | -3.6% |
| 5Y | -39.6% | -71.0% | +31.4% | -41.6% |
| All | -68.9% | +104.2% | -173.1% | -79.3% |
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 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