-69.5%
DOCU vs ALM
+454.9%
-524.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.2% | +7.1% | +0.1% |
| 7D | -3.4% | -6.3% | +3.0% | -3.2% |
| 30D | +9.3% | -31.4% | +40.7% | +10.2% |
| 3M | +30.2% | -40.6% | +70.8% | +31.5% |
| 6M | +62.1% | -58.6% | +120.8% | +65.5% |
| YTD | +13.5% | -7.6% | +21.1% | +9.8% |
| 1Y | +11.5% | +13.8% | -2.3% | +6.1% |
| 3Y | +89.5% | +842.1% | -752.6% | +53.0% |
| All | -69.5% | +454.9% | -524.4% | -76.5% |
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 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