+402.6%
DDOG vs DOCU
+27.5%
+375.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.2% | -14.6% | -14.5% |
| 7D | -32.2% | -3.7% | -28.5% | -30.9% |
| 30D | -31.7% | +15.0% | -46.7% | -36.8% |
| 3M | -34.5% | +39.9% | -74.4% | -45.8% |
| 6M | +28.7% | +66.2% | -37.5% | -3.0% |
| YTD | +38.8% | +17.7% | +21.1% | +24.4% |
| 1Y | +19.8% | +13.7% | +6.1% | +8.6% |
| 3Y | +130.0% | +95.9% | +34.1% | +40.4% |
| 5Y | +13.0% | -71.7% | +84.7% | +55.2% |
| All | +402.6% | +27.5% | +375.1% | +154.1% |
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