+13.9%
ALB vs DOCU
+107.7%
-93.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.5% | +4.0% |
| 7D | +5.5% | -3.2% | +8.7% | +6.2% |
| 30D | -7.5% | +15.7% | -23.2% | -10.5% |
| 3M | -16.9% | +37.3% | -54.2% | -23.1% |
| 6M | -49.2% | +63.1% | -112.3% | -55.3% |
| YTD | -29.9% | +15.4% | -45.2% | -33.8% |
| 1Y | +8.2% | +11.3% | -3.1% | +2.7% |
| 3Y | -19.4% | +92.1% | -111.5% | -34.3% |
| 5Y | -61.6% | -70.5% | +8.9% | -59.1% |
| All | +13.9% | +107.7% | -93.8% | -14.3% |
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