+93.1%
ADM vs DOCU
+104.4%
-11.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.8% | -3.4% | +1.5% | -1.7% |
| 30D | -13.3% | +9.3% | -22.5% | -13.6% |
| 3M | -13.4% | +30.2% | -43.6% | -14.4% |
| 6M | -9.6% | +62.1% | -71.7% | -11.6% |
| YTD | +23.0% | +13.5% | +9.5% | +22.0% |
| 1Y | +27.4% | +11.5% | +15.9% | +26.3% |
| 3Y | +5.7% | +89.5% | -83.8% | +0.9% |
| 5Y | +22.1% | -69.6% | +91.7% | +23.7% |
| All | +93.1% | +104.4% | -11.3% | +56.1% |
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