+14.0%
D vs DOCU
-71.9%
+85.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +6.9% | -3.2% | +10.2% | +7.0% |
| 30D | +12.3% | +15.7% | -3.4% | +12.0% |
| 3M | +3.0% | +37.3% | -34.2% | +2.4% |
| 6M | +12.8% | +63.1% | -50.3% | +11.6% |
| YTD | +22.6% | +15.4% | +7.2% | +22.2% |
| 1Y | +21.7% | +11.3% | +10.3% | +21.4% |
| 3Y | +83.9% | +92.1% | -8.1% | +79.2% |
| 5Y | +14.0% | -70.5% | +84.5% | +6.2% |
| All | +14.0% | -71.9% | +85.8% | +6.2% |
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