+201.6%
ARM vs DOCU
+77.2%
+124.5%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.3% |
| 7D | -18.7% | -3.7% | -15.0% | -17.8% |
| 30D | -36.7% | +15.0% | -51.6% | -39.4% |
| 3M | -31.6% | +39.9% | -71.5% | -39.1% |
| 6M | -5.6% | +66.2% | -71.8% | -21.7% |
| YTD | +75.5% | +17.7% | +57.8% | +63.5% |
| 1Y | +19.3% | +13.7% | +5.6% | +12.4% |
| 3Y | +258.6% | +95.9% | +162.7% | +108.8% |
| All | +201.6% | +77.2% | +124.5% | +97.3% |
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