-76.5%
DOCU vs ALM
+951.0%
-1,027.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +17.8% |
| 3M | +34.3% | -15.0% | +49.3% | +35.0% |
| 6M | +48.0% | -10.1% | +58.1% | +47.4% |
| YTD | 0.0% | +99.4% | -99.4% | -5.2% |
| 1Y | -10.3% | +316.4% | -326.6% | -19.4% |
| 3Y | +32.4% | +2,022.0% | -1,989.6% | +4.0% |
| All | -76.5% | +951.0% | -1,027.5% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling