+59.0%
AIG vs DOCU
-69.1%
+128.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.0% | +1.6% | +0.5% | +1.9% |
| 30D | +6.3% | +10.8% | -4.5% | +5.2% |
| 3M | +9.2% | +38.0% | -28.8% | +5.4% |
| 6M | +9.5% | +77.4% | -67.9% | +2.6% |
| YTD | -1.6% | +17.2% | -18.8% | -4.1% |
| 1Y | +8.5% | +15.6% | -7.1% | +5.8% |
| 3Y | +38.3% | +95.6% | -57.3% | +22.8% |
| 5Y | +59.0% | -69.7% | +128.8% | +53.4% |
| All | +59.0% | -69.1% | +128.1% | +53.4% |
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