+40.6%
ADM vs DOCU
-9.0%
+49.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | +0.4% |
| 7D | +3.8% | +6.9% | -3.1% | +4.0% |
| 30D | +9.8% | +19.0% | -9.2% | +10.2% |
| 3M | +2.1% | +34.3% | -32.2% | +2.7% |
| 6M | +27.5% | +48.0% | -20.5% | +28.6% |
| YTD | +50.2% | 0.0% | +50.2% | +51.2% |
| 1Y | +40.6% | -10.3% | +50.9% | +41.4% |
| All | +40.6% | -9.0% | +49.6% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling