+39.7%
DLR vs DOCU
-68.9%
+108.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -2.0% | -0.4% | -1.6% | -2.0% |
| 30D | +0.5% | +12.9% | -12.4% | -1.1% |
| 3M | -4.4% | +35.1% | -39.5% | -8.5% |
| 6M | -6.4% | +76.2% | -82.6% | -14.1% |
| YTD | +19.5% | +17.2% | +2.3% | +15.5% |
| 1Y | +10.5% | +16.4% | -5.9% | +6.7% |
| 3Y | +54.0% | +95.6% | -41.6% | +32.4% |
| 5Y | +39.7% | -68.5% | +108.2% | +30.3% |
| All | +39.7% | -68.9% | +108.6% | +30.3% |
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