-37.4%
DOCS vs DOCU
-71.5%
+34.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.4% |
| 7D | -1.3% | -3.2% | +1.9% | +0.2% |
| 30D | +19.4% | +15.7% | +3.7% | +11.4% |
| 3M | +53.4% | +37.3% | +16.1% | +32.5% |
| 6M | +28.8% | +63.1% | -34.4% | +1.7% |
| YTD | -25.1% | +15.4% | -40.4% | -31.4% |
| 1Y | -48.1% | +11.3% | -59.5% | -51.7% |
| 3Y | +51.4% | +92.1% | -40.7% | -3.6% |
| 5Y | -51.1% | -70.5% | +19.4% | -41.1% |
| All | -37.4% | -71.5% | +34.1% | -26.4% |
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