+45.7%
ALB vs DOCU
+80.0%
-34.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.0% |
| 3M | -23.6% | +34.3% | -57.9% | -29.1% |
| 6M | -24.6% | +48.0% | -72.6% | -32.3% |
| YTD | -10.3% | 0.0% | -10.3% | -12.3% |
| 1Y | +61.5% | -10.3% | +71.7% | +61.5% |
| 3Y | -34.0% | +32.4% | -66.4% | -41.4% |
| 5Y | -44.6% | -77.9% | +33.3% | -37.3% |
| All | +45.7% | +80.0% | -34.3% | +13.6% |
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