+30.9%
DOCU vs ALM
+2,063.1%
-2,032.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.7% |
| 7D | +6.9% | -2.6% | +9.5% | +7.0% |
| 30D | +19.0% | +32.0% | -13.0% | +18.1% |
| 3M | +34.3% | -15.0% | +49.3% | +35.2% |
| 6M | +48.0% | -10.1% | +58.1% | +47.7% |
| YTD | 0.0% | +99.4% | -99.4% | -4.6% |
| 1Y | -10.3% | +316.4% | -326.6% | -18.7% |
| All | +30.9% | +2,063.1% | -2,032.2% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling