+157.0%
DIA vs DOCU
+80.0%
+77.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -0.9% |
| 7D | -0.2% | +6.9% | -7.1% | -0.9% |
| 30D | -1.5% | +19.0% | -20.5% | -3.5% |
| 3M | +3.8% | +34.3% | -30.5% | 0.0% |
| 6M | +10.3% | +48.0% | -37.7% | +4.7% |
| YTD | +12.1% | 0.0% | +12.1% | +11.0% |
| 1Y | +18.6% | -10.3% | +28.9% | +18.6% |
| 3Y | +60.6% | +32.4% | +28.2% | +50.5% |
| 5Y | +64.4% | -77.9% | +142.4% | +75.8% |
| All | +157.0% | +80.0% | +77.0% | +97.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling