+16.2%
AGG vs DOCU
+110.9%
-94.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.1% |
| 7D | -0.6% | -0.4% | -0.1% | -0.6% |
| 30D | +1.2% | +12.9% | -11.7% | +1.1% |
| 3M | -0.8% | +35.1% | -35.9% | -1.3% |
| 6M | -1.4% | +76.2% | -77.6% | -2.3% |
| YTD | -1.1% | +17.2% | -18.3% | -1.4% |
| 1Y | -1.0% | +16.4% | -17.4% | -1.4% |
| 3Y | +14.1% | +95.6% | -81.5% | +12.5% |
| 5Y | -1.3% | -68.5% | +67.2% | -1.8% |
| All | +16.2% | +110.9% | -94.7% | +15.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling