+27.7%
DOCU vs ALC
+24.0%
+3.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.2% | +5.9% | +4.9% |
| 7D | +6.9% | -2.1% | +9.0% | +8.0% |
| 30D | +19.0% | -0.1% | +19.1% | +18.9% |
| 3M | +34.3% | +5.9% | +28.4% | +30.0% |
| 6M | +48.0% | -15.9% | +63.9% | +60.5% |
| YTD | 0.0% | -10.1% | +10.1% | +4.3% |
| 1Y | -10.3% | -10.2% | 0.0% | -6.7% |
| 3Y | +32.4% | -13.6% | +46.0% | +35.1% |
| 5Y | -77.9% | -15.1% | -62.8% | -77.8% |
| All | +27.7% | +24.0% | +3.7% | +18.2% |
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 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