+50.2%
DOCU vs ALC
+36.0%
+14.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.8% | -6.7% | -3.4% |
| 7D | -3.7% | +10.7% | -14.4% | -9.0% |
| 30D | +15.0% | +20.2% | -5.2% | +4.0% |
| 3M | +39.9% | +8.9% | +31.0% | +33.2% |
| 6M | +66.2% | +5.7% | +60.4% | +59.6% |
| YTD | +17.7% | -1.4% | +19.1% | +16.6% |
| 1Y | +13.7% | +4.7% | +9.0% | +8.5% |
| 3Y | +95.9% | +5.2% | +90.7% | +77.7% |
| 5Y | -71.7% | -8.3% | -63.4% | -72.8% |
| All | +50.2% | +36.0% | +14.3% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling