+30.9%
DOCU vs ALC
-13.3%
+44.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.4% |
| 7D | +6.9% | -2.1% | +9.0% | +7.6% |
| 30D | +19.0% | -0.1% | +19.1% | +19.0% |
| 3M | +34.3% | +5.9% | +28.4% | +31.8% |
| 6M | +48.0% | -15.9% | +63.9% | +55.7% |
| YTD | 0.0% | -10.1% | +10.1% | +2.7% |
| 1Y | -10.3% | -10.2% | 0.0% | -8.0% |
| All | +30.9% | -13.3% | +44.2% | +28.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling