+116.3%
DLR vs DOCU
+107.7%
+8.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.6% | -5.3% |
| 7D | -4.5% | -3.2% | -1.3% | -4.1% |
| 30D | -5.4% | +15.7% | -21.1% | -7.1% |
| 3M | -9.8% | +37.3% | -47.1% | -13.5% |
| 6M | -10.0% | +63.1% | -73.1% | -16.0% |
| YTD | +15.2% | +15.4% | -0.2% | +11.7% |
| 1Y | +7.9% | +11.3% | -3.4% | +5.0% |
| 3Y | +43.8% | +92.1% | -48.2% | +26.8% |
| 5Y | +33.2% | -70.5% | +103.7% | +34.4% |
| All | +116.3% | +107.7% | +8.6% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling