+0.9%
ABT vs DOCU
-71.9%
+72.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.5% |
| 7D | +8.6% | -3.2% | +11.8% | +8.9% |
| 30D | +16.4% | +15.7% | +0.8% | +15.0% |
| 3M | +8.1% | +37.3% | -29.2% | +5.0% |
| 6M | +32.1% | +63.1% | -31.1% | +26.1% |
| YTD | -7.1% | +15.4% | -22.5% | -8.9% |
| 1Y | -6.5% | +11.3% | -17.8% | -8.1% |
| 3Y | +26.2% | +92.1% | -65.8% | +13.6% |
| 5Y | +0.9% | -70.5% | +71.4% | -5.2% |
| All | +0.9% | -71.9% | +72.8% | -5.2% |
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