+95.3%
DOCU vs AGI
+527.7%
-432.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | -5.5% | +16.0% | -21.5% | -5.9% |
| 30D | +12.6% | +1.0% | +11.7% | +12.6% |
| 3M | +36.4% | +2.5% | +33.9% | +36.2% |
| 6M | +66.8% | -24.0% | +90.8% | +67.7% |
| YTD | +13.5% | -17.2% | +30.7% | +13.5% |
| 1Y | +11.3% | +4.9% | +6.4% | +10.7% |
| 3Y | +92.1% | +142.6% | -50.5% | +87.2% |
| 5Y | -71.0% | +315.2% | -386.2% | -71.8% |
| All | +95.3% | +527.7% | -432.3% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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