+147.1%
DIA vs DOCU
+104.2%
+42.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | -0.9% | -5.5% | +4.6% | -0.3% |
| 30D | +0.3% | +12.6% | -12.4% | -1.1% |
| 3M | -4.5% | +36.4% | -40.9% | -8.0% |
| 6M | +3.4% | +66.8% | -63.4% | -3.0% |
| YTD | +7.8% | +13.5% | -5.7% | +5.2% |
| 1Y | +10.7% | +11.3% | -0.6% | +8.2% |
| 3Y | +57.5% | +92.1% | -34.5% | +41.5% |
| 5Y | +53.7% | -71.0% | +124.7% | +59.3% |
| All | +147.1% | +104.2% | +42.9% | +86.6% |
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 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