+135.2%
B vs DOCU
-71.9%
+207.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.5% | +0.6% |
| 7D | +4.3% | -3.2% | +7.5% | +4.4% |
| 30D | -0.9% | +15.7% | -16.6% | -1.5% |
| 3M | -1.4% | +37.3% | -38.6% | -2.7% |
| 6M | +5.0% | +63.1% | -58.1% | +2.7% |
| YTD | -5.8% | +15.4% | -21.2% | -6.4% |
| 1Y | +25.6% | +11.3% | +14.3% | +25.0% |
| 3Y | +161.6% | +92.1% | +69.5% | +149.9% |
| 5Y | +135.2% | -70.5% | +205.7% | +124.1% |
| All | +135.2% | -71.9% | +207.1% | +124.1% |
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 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