+30.9%
DOCU vs A
+26.9%
+4.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | +6.9% | -1.9% | +8.8% | +7.7% |
| 30D | +19.0% | +6.9% | +12.1% | +16.2% |
| 3M | +34.3% | +9.2% | +25.1% | +30.0% |
| 6M | +48.0% | +25.7% | +22.3% | +35.5% |
| YTD | 0.0% | +11.5% | -11.5% | -4.0% |
| 1Y | -10.3% | +18.4% | -28.6% | -16.3% |
| All | +30.9% | +26.9% | +4.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling