+163.5%
CME vs DOCU
+104.2%
+59.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.4% |
| 7D | +0.9% | -5.5% | +6.5% | +1.1% |
| 30D | +13.2% | +12.6% | +0.5% | +12.8% |
| 3M | +16.3% | +36.4% | -20.1% | +15.1% |
| 6M | +7.1% | +66.8% | -59.7% | +5.3% |
| YTD | +15.8% | +13.5% | +2.4% | +15.0% |
| 1Y | +17.1% | +11.3% | +5.8% | +16.3% |
| 3Y | +63.2% | +92.1% | -28.9% | +56.1% |
| 5Y | +70.2% | -71.0% | +141.2% | +69.6% |
| All | +163.5% | +104.2% | +59.2% | +134.8% |
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 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