-28.0%
DIS vs DOCU
-71.6%
+43.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.0% | +4.1% |
| 7D | +9.1% | -3.7% | +12.8% | +9.9% |
| 30D | +14.8% | +15.0% | -0.1% | +11.6% |
| 3M | +21.2% | +39.9% | -18.7% | +12.9% |
| 6M | +18.3% | +66.2% | -47.8% | +5.8% |
| YTD | +5.4% | +17.7% | -12.3% | +0.2% |
| 1Y | +8.3% | +13.7% | -5.4% | +3.6% |
| 3Y | +44.2% | +95.9% | -51.7% | +16.9% |
| 5Y | -28.0% | -71.7% | +43.7% | -33.3% |
| All | -28.0% | -71.6% | +43.6% | -33.3% |
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