+359.2%
CAT vs DOCU
+104.2%
+255.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.0% |
| 7D | -10.3% | -5.5% | -4.7% | -9.9% |
| 30D | -31.2% | +12.6% | -43.8% | -31.9% |
| 3M | -34.7% | +36.4% | -71.1% | -36.4% |
| 6M | -39.5% | +66.8% | -106.3% | -42.4% |
| YTD | -1.7% | +13.5% | -15.1% | -3.4% |
| 1Y | -1.1% | +11.3% | -12.4% | -2.7% |
| 3Y | +143.9% | +92.1% | +51.8% | +124.3% |
| 5Y | +194.8% | -71.0% | +265.8% | +201.0% |
| All | +359.2% | +104.2% | +255.0% | +222.9% |
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