+72.2%
DOCU vs ALK
-33.4%
+105.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.4% |
| 7D | +6.9% | -0.7% | +7.6% | +7.0% |
| 30D | +19.0% | -19.2% | +38.2% | +24.4% |
| 3M | +34.3% | -1.5% | +35.8% | +33.6% |
| 6M | +48.0% | -13.1% | +61.1% | +49.4% |
| YTD | 0.0% | -16.4% | +16.4% | +1.3% |
| 1Y | -10.3% | -33.1% | +22.8% | -4.5% |
| 3Y | +32.4% | +0.6% | +31.8% | +22.8% |
| 5Y | -77.9% | -26.4% | -51.5% | -78.4% |
| All | +72.2% | -33.4% | +105.6% | +88.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling