-32.8%
AAL vs DOCU
-78.0%
+45.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.7% | -2.5% | +0.2% |
| 7D | -3.7% | +6.9% | -10.6% | -5.6% |
| 30D | -20.8% | +19.0% | -39.8% | -24.9% |
| 3M | -1.3% | +34.3% | -35.6% | -10.1% |
| 6M | +5.4% | +48.0% | -42.6% | -7.8% |
| YTD | -14.4% | 0.0% | -14.4% | -16.3% |
| 1Y | +2.1% | -10.3% | +12.4% | +2.4% |
| 3Y | -10.6% | +32.4% | -43.0% | -24.2% |
| All | -32.8% | -78.0% | +45.2% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling