+72.2%
DOCU vs A
+141.9%
-69.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.3% |
| 7D | +6.9% | -1.9% | +8.8% | +8.2% |
| 30D | +19.0% | +6.9% | +12.1% | +14.0% |
| 3M | +34.3% | +9.2% | +25.1% | +26.4% |
| 6M | +48.0% | +25.7% | +22.3% | +24.9% |
| YTD | 0.0% | +11.5% | -11.5% | -9.0% |
| 1Y | -10.3% | +18.4% | -28.6% | -22.6% |
| 3Y | +32.4% | +26.6% | +5.8% | +2.2% |
| 5Y | -77.9% | -12.8% | -65.1% | -77.5% |
| All | +72.2% | +141.9% | -69.7% | -10.1% |
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