-71.7%
DOCU vs ALK
-28.8%
-42.9%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.8% | -8.6% | -2.8% |
| 7D | -3.7% | +12.4% | -16.1% | -7.8% |
| 30D | +15.0% | +2.1% | +12.9% | +13.5% |
| 3M | +39.9% | -23.9% | +63.8% | +52.5% |
| 6M | +66.2% | +8.2% | +57.9% | +55.1% |
| YTD | +17.7% | -20.5% | +38.2% | +20.9% |
| 1Y | +13.7% | -1.0% | +14.7% | +4.4% |
| 3Y | +95.9% | +19.2% | +76.7% | +30.5% |
| 5Y | -71.7% | -28.2% | -43.4% | -73.8% |
| All | -71.7% | -28.8% | -42.9% | -73.8% |
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