+95.3%
DOCU vs ALK
-38.3%
+133.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | -5.5% | +9.0% | -14.6% | -7.4% |
| 30D | +12.6% | -1.6% | +14.3% | +12.7% |
| 3M | +36.4% | -23.2% | +59.6% | +43.3% |
| 6M | +66.8% | -3.9% | +70.7% | +65.2% |
| YTD | +13.5% | -22.6% | +36.0% | +16.3% |
| 1Y | +11.3% | -5.3% | +16.6% | +8.2% |
| 3Y | +92.1% | +18.6% | +73.5% | +70.1% |
| 5Y | -71.0% | -34.4% | -36.6% | -71.2% |
| All | +95.3% | -38.3% | +133.7% | +116.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling