-99.7%
DFNS vs DOCU
+10.8%
-110.5%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | -42.8% | -4.8% | -38.0% | -40.2% |
| 30D | -67.6% | +9.4% | -76.9% | -69.5% |
| 3M | -94.9% | +29.0% | -123.9% | -96.0% |
| 6M | -96.7% | +62.3% | -159.1% | -98.0% |
| YTD | -99.6% | +13.7% | -113.3% | -99.7% |
| All | -99.7% | +10.8% | -110.5% | -99.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling