+92.7%
CI vs DOCU
+107.7%
-14.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +1.0% | -3.2% | +4.2% | +1.2% |
| 30D | +9.9% | +15.7% | -5.8% | +9.0% |
| 3M | +12.1% | +37.3% | -25.2% | +10.0% |
| 6M | +10.6% | +63.1% | -52.5% | +7.3% |
| YTD | +11.4% | +15.4% | -4.0% | +10.1% |
| 1Y | +18.8% | +11.3% | +7.5% | +17.6% |
| 3Y | +2.9% | +92.1% | -89.2% | -4.0% |
| 5Y | +54.5% | -70.5% | +125.0% | +62.6% |
| All | +92.7% | +107.7% | -14.9% | +40.7% |
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 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