+7.4%
ADM vs DOCU
+91.1%
-83.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -7.5% | -3.2% | -4.3% | -7.5% |
| 30D | -14.3% | +15.7% | -30.0% | -14.5% |
| 3M | -8.6% | +37.3% | -45.9% | -9.1% |
| 6M | -9.9% | +63.1% | -73.0% | -10.8% |
| YTD | +25.1% | +15.4% | +9.7% | +25.0% |
| 1Y | +28.8% | +11.3% | +17.5% | +28.9% |
| All | +7.4% | +91.1% | -83.7% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling