-41.1%
DIS vs DOCU
-78.0%
+36.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.7% | -5.4% | -2.4% |
| 7D | -2.6% | +6.9% | -9.5% | -3.9% |
| 30D | +3.5% | +19.0% | -15.5% | -0.3% |
| 3M | +6.8% | +34.3% | -27.5% | +0.2% |
| 6M | +3.0% | +48.0% | -45.0% | -5.9% |
| YTD | -6.7% | 0.0% | -6.7% | -8.2% |
| 1Y | -10.1% | -10.3% | +0.2% | -9.9% |
| 3Y | +33.0% | +32.4% | +0.6% | +17.5% |
| All | -41.1% | -78.0% | +36.9% | -41.8% |
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 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