+13.7%
DOCU vs ALK
-1.1%
+14.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | +0.2% |
| 7D | -3.7% | +12.4% | -16.1% | -3.7% |
| 30D | +15.0% | +2.1% | +12.9% | +14.9% |
| 3M | +39.9% | -23.9% | +63.8% | +40.5% |
| 6M | +66.2% | +8.2% | +57.9% | +66.6% |
| YTD | +17.7% | -20.5% | +38.2% | +21.2% |
| 1Y | +13.7% | -1.0% | +14.7% | +5.9% |
| All | +13.7% | -1.1% | +14.8% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling