-70.5%
DOCU vs ALK
-33.9%
-36.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -0.8% |
| 7D | -3.2% | +7.1% | -10.3% | -5.8% |
| 30D | +15.7% | -3.0% | +18.7% | +16.2% |
| 3M | +37.3% | -25.6% | +62.9% | +51.1% |
| 6M | +63.1% | +0.5% | +62.6% | +56.5% |
| YTD | +15.4% | -23.1% | +38.4% | +19.9% |
| 1Y | +11.3% | -7.5% | +18.9% | +5.0% |
| 3Y | +92.1% | +15.3% | +76.8% | +27.7% |
| 5Y | -70.5% | -34.8% | -35.7% | -69.9% |
| All | -70.5% | -33.9% | -36.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling