+49.6%
ADP vs DOCU
-71.9%
+121.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.1% | +1.5% |
| 7D | +7.4% | -3.2% | +10.6% | +7.9% |
| 30D | +17.1% | +15.7% | +1.4% | +14.5% |
| 3M | +14.4% | +37.3% | -22.8% | +8.9% |
| 6M | +47.9% | +63.1% | -15.2% | +37.0% |
| YTD | +22.1% | +15.4% | +6.7% | +17.7% |
| 1Y | +21.8% | +11.3% | +10.4% | +17.8% |
| 3Y | +50.5% | +92.1% | -41.6% | +31.4% |
| 5Y | +49.6% | -70.5% | +120.1% | +44.2% |
| All | +49.6% | -71.9% | +121.4% | +44.2% |
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