-10.3%
DOCU vs ALK
-33.1%
+22.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.6% |
| 7D | +6.9% | -0.7% | +7.6% | +6.9% |
| 30D | +19.0% | -19.2% | +38.2% | +20.1% |
| 3M | +34.3% | -1.5% | +35.8% | +34.7% |
| 6M | +48.0% | -13.1% | +61.1% | +50.5% |
| YTD | 0.0% | -16.4% | +16.4% | +2.9% |
| 1Y | -10.3% | -33.1% | +22.8% | -0.7% |
| All | -10.3% | -33.1% | +22.8% | -0.7% |
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