-95.8%
DFNS vs DOCU
+63.4%
-159.2%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.0% | -17.7% | -17.6% |
| 7D | -37.4% | -3.2% | -34.2% | -35.1% |
| 30D | -65.8% | +15.7% | -81.5% | -70.1% |
| 3M | -95.0% | +37.3% | -132.3% | -96.7% |
| 6M | -95.8% | +63.1% | -159.0% | -97.9% |
| All | -95.8% | +63.4% | -159.2% | -97.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling