+178.4%
AZN vs DOCU
+80.0%
+98.3%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -1.5% |
| 7D | 0.0% | +6.9% | -6.9% | -0.4% |
| 30D | +0.7% | +19.0% | -18.3% | -0.5% |
| 3M | -10.5% | +34.3% | -44.8% | -12.4% |
| 6M | -19.3% | +48.0% | -67.3% | -21.7% |
| YTD | -10.6% | 0.0% | -10.6% | -11.0% |
| 1Y | +0.5% | -10.3% | +10.8% | +0.6% |
| 3Y | +25.9% | +32.4% | -6.5% | +20.1% |
| 5Y | +52.4% | -77.9% | +130.3% | +62.1% |
| All | +178.4% | +80.0% | +98.3% | +135.1% |
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