+98.6%
DOCU vs A
+175.9%
-77.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.1% | -0.1% |
| 7D | -3.2% | -5.2% | +2.0% | -0.1% |
| 30D | +15.7% | +1.4% | +14.2% | +14.4% |
| 3M | +37.3% | +21.9% | +15.4% | +20.1% |
| 6M | +63.1% | +46.7% | +16.5% | +24.7% |
| YTD | +15.4% | +27.2% | -11.8% | -4.1% |
| 1Y | +11.3% | +17.9% | -6.6% | -2.8% |
| 3Y | +92.1% | +61.1% | +30.9% | +24.3% |
| 5Y | -70.5% | +13.8% | -84.3% | -74.8% |
| All | +98.6% | +175.9% | -77.2% | -5.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling