+115.7%
DLR vs DOCU
+104.2%
+11.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -3.6% | -5.5% | +2.0% | -3.0% |
| 30D | -3.5% | +12.6% | -16.1% | -4.9% |
| 3M | -8.9% | +36.4% | -45.3% | -12.6% |
| 6M | -11.6% | +66.8% | -78.4% | -17.7% |
| YTD | +14.9% | +13.5% | +1.4% | +11.6% |
| 1Y | +6.4% | +11.3% | -4.9% | +3.5% |
| 3Y | +47.3% | +92.1% | -44.8% | +29.8% |
| 5Y | +32.8% | -71.0% | +103.8% | +34.3% |
| All | +115.7% | +104.2% | +11.4% | +82.9% |
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