+27.0%
ADM vs DOCU
+10.1%
+16.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.7% |
| 7D | -9.0% | -5.5% | -3.5% | -9.1% |
| 30D | -14.0% | +12.6% | -26.6% | -13.6% |
| 3M | -9.2% | +36.4% | -45.6% | -8.0% |
| 6M | -9.2% | +66.8% | -75.9% | -7.1% |
| YTD | +24.2% | +13.5% | +10.8% | +24.3% |
| 1Y | +27.0% | +11.3% | +15.7% | +27.3% |
| All | +27.0% | +10.1% | +16.9% | +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 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