-34.2%
ALB vs DOCU
+33.7%
-67.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.7% | -8.1% | -5.3% |
| 7D | -8.1% | +6.9% | -15.0% | -9.5% |
| 30D | +6.3% | +19.0% | -12.7% | +1.8% |
| 3M | -23.6% | +34.3% | -57.9% | -29.2% |
| 6M | -24.6% | +48.0% | -72.6% | -32.9% |
| YTD | -10.3% | 0.0% | -10.3% | -10.3% |
| 1Y | +61.5% | -10.3% | +71.7% | +66.7% |
| All | -34.2% | +33.7% | -67.8% | -56.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling