+9.9%
ALB vs DOCU
+111.8%
-101.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.2% | +5.1% | +5.3% |
| 7D | -2.1% | -3.7% | +1.7% | -1.3% |
| 30D | -9.0% | +15.0% | -24.0% | -11.9% |
| 3M | -21.1% | +39.9% | -61.0% | -27.2% |
| 6M | -49.9% | +66.2% | -116.1% | -56.0% |
| YTD | -32.3% | +17.7% | -50.0% | -36.4% |
| 1Y | +8.6% | +13.7% | -5.1% | +2.6% |
| 3Y | -22.2% | +95.9% | -118.1% | -36.8% |
| 5Y | -63.0% | -71.7% | +8.7% | -60.3% |
| All | +9.9% | +111.8% | -101.9% | -17.6% |
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