+115.6%
ABT vs DOCU
+104.2%
+11.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.6% | -3.1% |
| 7D | +3.5% | -5.5% | +9.1% | +4.2% |
| 30D | +12.0% | +12.6% | -0.6% | +10.5% |
| 3M | +2.5% | +36.4% | -33.9% | -1.3% |
| 6M | +29.1% | +66.8% | -37.7% | +21.3% |
| YTD | -10.1% | +13.5% | -23.5% | -12.2% |
| 1Y | -9.8% | +11.3% | -21.1% | -11.9% |
| 3Y | +23.3% | +92.1% | -68.8% | +8.7% |
| 5Y | -2.4% | -71.0% | +68.6% | +2.3% |
| All | +115.6% | +104.2% | +11.4% | +59.5% |
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