-52.3%
DOCS vs DOCU
-71.6%
+19.3%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.4% |
| 3M | +58.4% | +39.9% | +18.5% | +35.3% |
| 6M | +39.3% | +66.2% | -26.9% | +8.7% |
| YTD | -21.7% | +17.7% | -39.4% | -29.1% |
| 1Y | -47.3% | +13.7% | -61.0% | -51.5% |
| 3Y | +58.2% | +95.9% | -37.7% | -1.1% |
| 5Y | -52.3% | -71.7% | +19.4% | -42.5% |
| All | -52.3% | -71.6% | +19.3% | -42.5% |
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