+316.6%
AJG vs DOCU
+80.0%
+236.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.7% | -5.2% | -1.8% |
| 7D | -1.8% | +6.9% | -8.7% | -2.5% |
| 30D | +4.6% | +19.0% | -14.3% | +2.8% |
| 3M | +24.9% | +34.3% | -9.4% | +21.2% |
| 6M | +17.2% | +48.0% | -30.8% | +12.6% |
| YTD | +2.2% | 0.0% | +2.1% | +1.3% |
| 1Y | -11.5% | -10.3% | -1.2% | -11.7% |
| 3Y | +16.7% | +32.4% | -15.7% | +10.1% |
| 5Y | +89.6% | -77.9% | +167.6% | +101.1% |
| All | +316.6% | +80.0% | +236.6% | +246.9% |
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