-70.5%
DOCU vs A
+13.7%
-84.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -0.2% |
| 30D | +15.7% | +1.4% | +14.2% | +14.4% |
| 3M | +37.3% | +21.9% | +15.4% | +20.3% |
| 6M | +63.1% | +46.7% | +16.5% | +25.1% |
| YTD | +15.4% | +27.2% | -11.8% | -3.5% |
| 1Y | +11.3% | +17.9% | -6.6% | -1.9% |
| 3Y | +92.1% | +61.1% | +30.9% | +18.0% |
| 5Y | -70.5% | +13.8% | -84.3% | -73.7% |
| All | -70.5% | +13.7% | -84.2% | -73.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling