+54.5%
CI vs DOCU
-71.9%
+126.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.0% | +0.7% | -1.2% |
| 7D | +1.0% | -3.2% | +4.2% | +1.1% |
| 30D | +9.9% | +15.7% | -5.8% | +9.6% |
| 3M | +12.1% | +37.3% | -25.2% | +11.4% |
| 6M | +10.6% | +63.1% | -52.5% | +9.5% |
| YTD | +11.4% | +15.4% | -4.0% | +11.2% |
| 1Y | +18.8% | +11.3% | +7.5% | +18.6% |
| 3Y | +2.9% | +92.1% | -89.2% | -0.4% |
| 5Y | +54.5% | -70.5% | +125.0% | +51.8% |
| All | +54.5% | -71.9% | +126.4% | +51.8% |
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