+720.3%
AMAT vs DOCU
+111.8%
+608.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.3% |
| 7D | -11.2% | -3.7% | -7.5% | -10.5% |
| 30D | -31.9% | +15.0% | -46.8% | -34.3% |
| 3M | -32.3% | +39.9% | -72.3% | -38.2% |
| 6M | -5.4% | +66.2% | -71.5% | -19.0% |
| YTD | +44.3% | +17.7% | +26.6% | +33.4% |
| 1Y | +61.4% | +13.7% | +47.7% | +50.3% |
| 3Y | +170.6% | +95.9% | +74.7% | +103.8% |
| 5Y | +156.4% | -71.7% | +228.1% | +188.3% |
| All | +720.3% | +111.8% | +608.5% | +385.3% |
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 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