+98.6%
DOCU vs ALM
+862.8%
-764.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -9.6% | +7.6% | -1.7% |
| 7D | -3.2% | -14.5% | +11.3% | -2.8% |
| 30D | +15.7% | -39.0% | +54.7% | +17.2% |
| 3M | +37.3% | -40.3% | +77.5% | +38.8% |
| 6M | +63.1% | -60.3% | +123.4% | +66.6% |
| YTD | +15.4% | -9.8% | +25.1% | +12.9% |
| 1Y | +11.3% | +30.8% | -19.4% | +6.8% |
| 3Y | +92.1% | +772.4% | -680.4% | +65.4% |
| 5Y | -70.5% | +390.7% | -461.2% | -74.4% |
| All | +98.6% | +862.8% | -764.1% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling