-100.0%
DFNS vs DOCU
-71.6%
-28.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +0.2% | -18.5% | -18.4% |
| 7D | -27.7% | -3.7% | -24.0% | -27.3% |
| 30D | -58.0% | +15.0% | -72.9% | -58.7% |
| 3M | -94.0% | +39.9% | -133.9% | -94.3% |
| 6M | -94.6% | +66.2% | -160.7% | -95.0% |
| YTD | -99.4% | +17.7% | -117.1% | -99.5% |
| 1Y | -99.6% | +13.7% | -113.3% | -99.7% |
| 3Y | -100.0% | +95.9% | -195.9% | -100.0% |
| 5Y | -100.0% | -71.7% | -28.3% | -100.0% |
| All | -100.0% | -71.6% | -28.4% | -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 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