+57.8%
DG vs DOCU
+107.7%
-49.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.6% | -2.4% |
| 7D | +6.1% | -3.2% | +9.3% | +6.4% |
| 30D | +11.9% | +15.7% | -3.7% | +10.7% |
| 3M | +9.3% | +37.3% | -28.0% | +6.6% |
| 6M | +19.1% | +63.1% | -44.0% | +14.6% |
| YTD | +5.9% | +15.4% | -9.4% | +4.0% |
| 1Y | +39.8% | +11.3% | +28.5% | +37.5% |
| 3Y | +23.4% | +92.1% | -68.7% | +13.8% |
| 5Y | -33.3% | -70.5% | +37.2% | -31.3% |
| All | +57.8% | +107.7% | -49.9% | +23.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling