+175.6%
BLK vs DOCU
+107.7%
+67.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.0% |
| 7D | -0.5% | -3.2% | +2.7% | +0.1% |
| 30D | +8.5% | +15.7% | -7.2% | +5.6% |
| 3M | +3.8% | +37.3% | -33.5% | -2.2% |
| 6M | +12.8% | +63.1% | -50.3% | +2.3% |
| YTD | +11.2% | +15.4% | -4.2% | +6.5% |
| 1Y | +11.4% | +11.3% | +0.1% | +7.3% |
| 3Y | +90.2% | +92.1% | -1.8% | +60.3% |
| 5Y | +38.4% | -70.5% | +108.9% | +43.5% |
| All | +175.6% | +107.7% | +67.9% | +115.7% |
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