+204.9%
ADP vs DOCU
+111.8%
+93.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.2% | +2.4% | +2.5% |
| 7D | +6.4% | -3.7% | +10.1% | +6.9% |
| 30D | +16.6% | +15.0% | +1.7% | +14.3% |
| 3M | +12.9% | +39.9% | -27.0% | +7.4% |
| 6M | +45.7% | +66.2% | -20.5% | +35.2% |
| YTD | +20.6% | +17.7% | +3.0% | +16.6% |
| 1Y | +20.5% | +13.7% | +6.8% | +16.8% |
| 3Y | +48.7% | +95.9% | -47.2% | +30.6% |
| 5Y | +50.0% | -71.7% | +121.7% | +55.7% |
| All | +204.9% | +111.8% | +93.1% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling