-100.0%
DFNS vs DOCU
-61.4%
-38.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.1% | +12.9% | +12.8% |
| 7D | -37.0% | -3.4% | -33.6% | -36.7% |
| 30D | -63.4% | +9.3% | -72.7% | -63.7% |
| 3M | -94.1% | +30.2% | -124.3% | -94.2% |
| 6M | -96.3% | +62.1% | -158.4% | -96.5% |
| YTD | -99.6% | +13.5% | -113.1% | -99.6% |
| 1Y | -99.7% | +11.5% | -111.2% | -99.7% |
| 3Y | -100.0% | +89.5% | -189.5% | -100.0% |
| 5Y | -100.0% | -69.6% | -30.3% | -100.0% |
| All | -100.0% | -61.4% | -38.5% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling