-76.5%
DOCU vs ALK
-25.3%
-51.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.2% |
| 7D | +6.9% | -0.7% | +7.6% | +7.1% |
| 30D | +19.0% | -19.2% | +38.2% | +28.0% |
| 3M | +34.3% | -1.5% | +35.8% | +32.8% |
| 6M | +48.0% | -13.1% | +61.1% | +50.1% |
| YTD | 0.0% | -16.4% | +16.4% | +1.9% |
| 1Y | -10.3% | -33.1% | +22.8% | +0.4% |
| 3Y | +32.4% | +0.6% | +31.8% | +5.6% |
| All | -76.5% | -25.3% | -51.3% | -79.1% |
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