-34.6%
DG vs DOCU
-78.0%
+43.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +1.3% |
| 7D | +8.4% | +6.9% | +1.5% | +8.0% |
| 30D | +4.9% | +19.0% | -14.1% | +3.9% |
| 3M | +29.3% | +34.3% | -5.0% | +27.2% |
| 6M | -11.3% | +48.0% | -59.3% | -13.1% |
| YTD | +1.8% | 0.0% | +1.7% | +1.0% |
| 1Y | +25.3% | -10.3% | +35.6% | +24.8% |
| 3Y | +9.1% | +32.4% | -23.3% | +4.9% |
| All | -34.6% | -78.0% | +43.4% | -37.6% |
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