-34.6%
DOCS vs DOCU
-70.9%
+36.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | +1.2% | -3.7% | +4.9% | +3.0% |
| 30D | +21.3% | +15.0% | +6.4% | +13.5% |
| 3M | +58.4% | +39.9% | +18.5% | +35.6% |
| 6M | +39.3% | +66.2% | -26.9% | +9.1% |
| YTD | -21.7% | +17.7% | -39.4% | -29.0% |
| 1Y | -47.3% | +13.7% | -61.0% | -51.5% |
| 3Y | +58.2% | +95.9% | -37.7% | -0.2% |
| 5Y | -52.3% | -71.7% | +19.4% | -42.0% |
| All | -34.6% | -70.9% | +36.3% | -23.9% |
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