+53.2%
ADP vs DOCU
-78.0%
+131.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.6% |
| 7D | -3.4% | +6.9% | -10.3% | -4.4% |
| 30D | +2.8% | +19.0% | -16.2% | 0.0% |
| 3M | +20.9% | +34.3% | -13.4% | +15.5% |
| 6M | +29.9% | +48.0% | -18.1% | +22.3% |
| YTD | +9.6% | 0.0% | +9.6% | +8.1% |
| 1Y | -5.3% | -10.3% | +5.0% | -5.6% |
| 3Y | +16.5% | +32.4% | -15.9% | +7.3% |
| All | +53.2% | -78.0% | +131.2% | +54.4% |
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 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