+224.0%
ALL vs DOCU
+110.9%
+113.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.2% |
| 7D | -2.6% | -0.4% | -2.1% | -2.5% |
| 30D | +12.7% | +12.9% | -0.2% | +11.7% |
| 3M | +0.4% | +35.1% | -34.7% | -1.9% |
| 6M | +23.8% | +76.2% | -52.4% | +18.4% |
| YTD | +27.8% | +17.2% | +10.6% | +25.5% |
| 1Y | +28.9% | +16.4% | +12.5% | +26.6% |
| 3Y | +113.9% | +95.6% | +18.3% | +99.1% |
| 5Y | +157.4% | -68.5% | +225.9% | +161.0% |
| All | +224.0% | +110.9% | +113.1% | +142.2% |
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