+99.1%
DE vs DOCU
-69.6%
+168.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | +0.3% | +4.1% | -3.8% | 0.0% |
| 30D | +3.6% | +7.4% | -3.8% | +2.9% |
| 3M | +10.2% | +26.0% | -15.8% | +8.1% |
| 6M | +16.6% | +79.2% | -62.6% | +10.7% |
| YTD | +45.8% | +18.1% | +27.7% | +43.3% |
| 1Y | +43.9% | +20.5% | +23.4% | +41.0% |
| 3Y | +89.6% | +96.4% | -6.8% | +73.5% |
| All | +99.1% | -69.6% | +168.7% | +92.1% |
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 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