+25.9%
ADM vs DOCU
-71.9%
+97.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | -0.5% |
| 7D | -7.5% | -3.2% | -4.3% | -7.4% |
| 30D | -14.3% | +15.7% | -30.0% | -14.6% |
| 3M | -8.6% | +37.3% | -45.9% | -9.4% |
| 6M | -9.9% | +63.1% | -73.0% | -11.2% |
| YTD | +25.1% | +15.4% | +9.7% | +24.4% |
| 1Y | +28.8% | +11.3% | +17.5% | +28.3% |
| 3Y | +6.9% | +92.1% | -85.2% | +3.2% |
| 5Y | +25.9% | -70.5% | +96.4% | +21.0% |
| All | +25.9% | -71.9% | +97.7% | +21.0% |
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