+102.6%
DOCU vs ALM
+964.5%
-861.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | +0.1% |
| 7D | -3.7% | -6.4% | +2.7% | -3.5% |
| 30D | +15.0% | -35.0% | +49.9% | +16.3% |
| 3M | +39.9% | -33.8% | +73.7% | +41.0% |
| 6M | +66.2% | -55.0% | +121.2% | +69.0% |
| YTD | +17.7% | -0.2% | +17.9% | +14.8% |
| 1Y | +13.7% | +41.8% | -28.1% | +8.8% |
| 3Y | +95.9% | +864.6% | -768.7% | +68.3% |
| 5Y | -71.7% | +443.3% | -515.0% | -75.5% |
| All | +102.6% | +964.5% | -861.9% | +77.3% |
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