+120.4%
C vs DOCU
-71.6%
+192.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +1.1% | -3.7% | +4.8% | +1.6% |
| 30D | -2.4% | +15.0% | -17.4% | -4.6% |
| 3M | -8.4% | +39.9% | -48.3% | -13.3% |
| 6M | +0.3% | +66.2% | -65.8% | -8.3% |
| YTD | +9.1% | +17.7% | -8.6% | +4.8% |
| 1Y | +26.0% | +13.7% | +12.4% | +21.6% |
| 3Y | +221.2% | +95.9% | +125.3% | +176.4% |
| 5Y | +120.4% | -71.7% | +192.1% | +108.5% |
| All | +120.4% | -71.6% | +192.0% | +108.5% |
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