+94.9%
DOCU vs ALM
+901.8%
-806.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.2% | +3.0% | +3.2% |
| 7D | -0.4% | -7.2% | +6.7% | -0.3% |
| 30D | +12.9% | -26.4% | +39.3% | +13.4% |
| 3M | +35.1% | -38.6% | +73.7% | +35.6% |
| 6M | +76.2% | -61.0% | +137.2% | +79.5% |
| YTD | +17.2% | -7.4% | +24.6% | +12.6% |
| 1Y | +16.4% | +14.0% | +2.4% | +10.1% |
| All | +94.9% | +901.8% | -806.9% | +61.4% |
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