+20.8%
CIEN vs DOCU
+10.1%
+10.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.1% | +4.9% |
| 7D | -24.1% | -5.5% | -18.6% | -25.6% |
| 30D | -45.5% | +12.6% | -58.1% | -43.1% |
| 3M | -39.7% | +36.4% | -76.1% | -32.7% |
| 6M | -57.8% | +66.8% | -124.6% | -49.1% |
| YTD | +4.1% | +13.5% | -9.4% | +28.3% |
| 1Y | +20.8% | +11.3% | +9.5% | +49.0% |
| All | +20.8% | +10.1% | +10.7% | +49.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling