+162.8%
BLK vs DOCU
+80.0%
+82.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.0% |
| 7D | -3.6% | +6.9% | -10.5% | -4.8% |
| 30D | -1.0% | +19.0% | -20.0% | -4.2% |
| 3M | +10.4% | +34.3% | -23.9% | +4.2% |
| 6M | +8.2% | +48.0% | -39.8% | -0.3% |
| YTD | +6.0% | 0.0% | +6.0% | +4.4% |
| 1Y | +3.3% | -10.3% | +13.6% | +3.3% |
| 3Y | +70.3% | +32.4% | +37.9% | +53.6% |
| 5Y | +34.5% | -77.9% | +112.4% | +46.2% |
| All | +162.8% | +80.0% | +82.8% | +111.4% |
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 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