+171.7%
CSCO vs DOCU
+107.7%
+64.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.0% | -5.7% | -7.4% |
| 7D | -11.9% | -3.2% | -8.6% | -11.5% |
| 30D | -18.8% | +15.7% | -34.5% | -20.2% |
| 3M | -21.2% | +37.3% | -58.5% | -24.4% |
| 6M | +1.9% | +63.1% | -61.2% | -4.6% |
| YTD | +26.1% | +15.4% | +10.7% | +22.5% |
| 1Y | +34.7% | +11.3% | +23.4% | +31.3% |
| 3Y | +94.0% | +92.1% | +2.0% | +72.2% |
| 5Y | +91.6% | -70.5% | +162.1% | +101.9% |
| All | +171.7% | +107.7% | +64.0% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling