+131.7%
DLR vs DOCU
+80.0%
+51.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.7% | -3.4% | -0.1% |
| 7D | +1.6% | +6.9% | -5.3% | +0.7% |
| 30D | -3.4% | +19.0% | -22.3% | -5.6% |
| 3M | +0.5% | +34.3% | -33.8% | -3.5% |
| 6M | +4.6% | +48.0% | -43.5% | -1.3% |
| YTD | +23.4% | 0.0% | +23.4% | +22.0% |
| 1Y | +19.0% | -10.3% | +29.3% | +18.9% |
| 3Y | +56.5% | +32.4% | +24.1% | +45.0% |
| 5Y | +33.3% | -77.9% | +111.3% | +39.1% |
| All | +131.7% | +80.0% | +51.6% | +99.9% |
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 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