+30.9%
DOCU vs AR
+40.7%
-9.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +6.9% | +2.5% | +4.4% | +6.5% |
| 30D | +19.0% | +14.8% | +4.2% | +16.3% |
| 3M | +34.3% | +6.2% | +28.1% | +32.8% |
| 6M | +48.0% | +4.3% | +43.7% | +46.2% |
| YTD | 0.0% | +14.4% | -14.3% | -3.0% |
| 1Y | -10.3% | +21.3% | -31.6% | -14.3% |
| All | +30.9% | +40.7% | -9.9% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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