+120.6%
COST vs DOCU
-71.0%
+191.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.5% | -1.0% |
| 7D | +4.1% | -5.5% | +9.6% | +4.7% |
| 30D | +12.0% | +12.6% | -0.7% | +10.6% |
| 3M | +11.2% | +36.4% | -25.2% | +7.4% |
| 6M | +6.1% | +66.8% | -60.7% | 0.0% |
| YTD | +22.9% | +13.5% | +9.4% | +20.2% |
| 1Y | +14.7% | +11.3% | +3.4% | +12.4% |
| 3Y | +92.3% | +92.1% | +0.3% | +71.8% |
| All | +120.6% | -71.0% | +191.7% | +109.0% |
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 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