+13.7%
DOCU vs ALM
+44.8%
-31.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.3% |
| 7D | -3.7% | -6.4% | +2.7% | -4.2% |
| 30D | +15.0% | -35.0% | +49.9% | +11.7% |
| 3M | +39.9% | -33.8% | +73.7% | +36.4% |
| 6M | +66.2% | -55.0% | +121.2% | +61.8% |
| YTD | +17.7% | -0.2% | +17.9% | +16.1% |
| 1Y | +13.7% | +41.8% | -28.1% | +11.5% |
| All | +13.7% | +44.8% | -31.1% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling