-10.3%
DOCU vs A
+21.7%
-31.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +6.9% | -1.9% | +8.8% | +7.3% |
| 30D | +19.0% | +6.9% | +12.1% | +17.6% |
| 3M | +34.3% | +9.2% | +25.1% | +32.0% |
| 6M | +48.0% | +25.7% | +22.3% | +42.7% |
| YTD | 0.0% | +11.5% | -11.5% | -0.7% |
| 1Y | -10.3% | +18.4% | -28.6% | -4.3% |
| All | -10.3% | +21.7% | -31.9% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 1y: compounded portfolio wealth divided by compounded A 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…
1y analysis · Full analysis span regression · 6 months rolling