-70.5%
DOCU vs AR
+75.2%
-145.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -3.2% | -11.7% | +8.5% | -0.8% |
| 30D | +15.7% | +1.8% | +13.8% | +15.0% |
| 3M | +37.3% | +6.0% | +31.3% | +34.9% |
| 6M | +63.1% | -7.0% | +70.2% | +64.5% |
| YTD | +15.4% | +5.6% | +9.8% | +12.3% |
| 1Y | +11.3% | +10.8% | +0.5% | +6.8% |
| 3Y | +92.1% | +19.3% | +72.7% | +75.1% |
| 5Y | -70.5% | +73.3% | -143.8% | -75.2% |
| All | -70.5% | +75.2% | -145.7% | -75.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling