+95.3%
DOCU vs ALM
+883.3%
-788.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.7% |
| 7D | -5.5% | -6.7% | +1.1% | -5.4% |
| 30D | +12.6% | -32.9% | +45.5% | +13.8% |
| 3M | +36.4% | -39.5% | +75.9% | +37.8% |
| 6M | +66.8% | -62.0% | +128.8% | +70.7% |
| YTD | +13.5% | -7.8% | +21.3% | +10.9% |
| 1Y | +11.3% | +26.7% | -15.4% | +7.0% |
| 3Y | +92.1% | +825.4% | -733.3% | +65.1% |
| 5Y | -71.0% | +401.2% | -472.2% | -74.9% |
| All | +95.3% | +883.3% | -788.0% | +71.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling