-76.5%
DOCU vs ALC
-16.0%
-60.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +5.2% |
| 7D | +6.9% | -2.1% | +9.0% | +8.3% |
| 30D | +19.0% | -0.1% | +19.1% | +18.9% |
| 3M | +34.3% | +5.9% | +28.4% | +28.8% |
| 6M | +48.0% | -15.9% | +63.9% | +64.2% |
| YTD | 0.0% | -10.1% | +10.1% | +5.3% |
| 1Y | -10.3% | -10.2% | 0.0% | -6.1% |
| 3Y | +32.4% | -13.6% | +46.0% | +31.7% |
| All | -76.5% | -16.0% | -60.6% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling