+48.6%
AMZN vs DOCU
-71.0%
+119.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | +7.9% | -5.5% | +13.4% | +9.5% |
| 30D | -0.2% | +12.6% | -12.9% | -3.6% |
| 3M | -4.8% | +36.4% | -41.2% | -13.3% |
| 6M | -5.7% | +66.8% | -72.5% | -19.7% |
| YTD | +12.3% | +13.5% | -1.1% | +5.6% |
| 1Y | +6.7% | +11.3% | -4.6% | +0.5% |
| 3Y | +85.6% | +92.1% | -6.5% | +39.1% |
| All | +48.6% | -71.0% | +119.7% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling