-34.0%
DG vs DOCU
-71.0%
+37.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.4% | -3.0% |
| 7D | +1.1% | -5.5% | +6.6% | +1.4% |
| 30D | +9.5% | +12.6% | -3.1% | +8.8% |
| 3M | +5.5% | +36.4% | -30.9% | +3.6% |
| 6M | +16.1% | +66.8% | -50.7% | +12.9% |
| YTD | +2.7% | +13.5% | -10.8% | +1.2% |
| 1Y | +42.1% | +11.3% | +30.8% | +40.0% |
| 3Y | +19.3% | +92.1% | -72.8% | +12.5% |
| All | -34.0% | -71.0% | +37.1% | -39.0% |
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