-99.9%
DFNS vs DOCU
+33.7%
-133.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | -0.6% |
| 7D | -16.0% | +6.9% | -22.9% | -17.8% |
| 30D | -77.7% | +19.0% | -96.7% | -79.2% |
| 3M | -77.2% | +34.3% | -111.5% | -79.7% |
| 6M | -95.2% | +48.0% | -143.2% | -95.8% |
| YTD | -98.0% | 0.0% | -98.0% | -98.1% |
| 1Y | -98.3% | -10.3% | -88.0% | -98.4% |
| All | -99.9% | +33.7% | -133.5% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling