+467.1%
DDOG vs DOCU
+8.4%
+458.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -2.8% |
| 7D | -10.1% | +6.9% | -17.0% | -13.3% |
| 30D | -24.8% | +19.0% | -43.8% | -31.6% |
| 3M | -12.6% | +34.3% | -46.9% | -26.2% |
| 6M | +79.9% | +48.0% | +31.9% | +45.5% |
| YTD | +56.6% | 0.0% | +56.6% | +54.2% |
| 1Y | +61.6% | -10.3% | +71.9% | +65.5% |
| 3Y | +117.9% | +32.4% | +85.5% | +65.1% |
| 5Y | +54.2% | -77.9% | +132.2% | +142.8% |
| All | +467.1% | +8.4% | +458.7% | +214.9% |
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