+188.7%
BLK vs DOCU
+110.9%
+77.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.9% | -0.2% |
| 7D | +0.2% | -0.4% | +0.6% | +0.2% |
| 30D | +13.1% | +12.9% | +0.2% | +10.7% |
| 3M | +7.3% | +35.1% | -27.8% | +1.4% |
| 6M | +14.6% | +76.2% | -61.6% | +2.6% |
| YTD | +16.5% | +17.2% | -0.7% | +11.3% |
| 1Y | +15.4% | +16.4% | -1.1% | +10.2% |
| 3Y | +97.2% | +95.6% | +1.6% | +65.6% |
| 5Y | +43.4% | -68.5% | +111.9% | +47.3% |
| All | +188.7% | +110.9% | +77.8% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling