+47.3%
DOCU vs ALC
+34.7%
+12.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.4% |
| 7D | -3.2% | +7.6% | -10.8% | -7.1% |
| 30D | +15.7% | +21.1% | -5.5% | +4.2% |
| 3M | +37.3% | +8.5% | +28.8% | +31.0% |
| 6M | +63.1% | +2.8% | +60.3% | +59.1% |
| YTD | +15.4% | -2.4% | +17.8% | +14.9% |
| 1Y | +11.3% | +3.5% | +7.8% | +6.9% |
| 3Y | +92.1% | +4.2% | +87.9% | +75.1% |
| 5Y | -70.5% | -9.0% | -61.5% | -71.5% |
| All | +47.3% | +34.7% | +12.6% | +30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling