+102.6%
DOCU vs AR
+94.0%
+8.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.3% | +6.4% | +0.7% |
| 7D | -3.7% | -11.1% | +7.4% | -2.7% |
| 30D | +15.0% | +7.9% | +7.1% | +14.1% |
| 3M | +39.9% | +4.9% | +35.0% | +39.1% |
| 6M | +66.2% | -5.3% | +71.5% | +66.5% |
| YTD | +17.7% | +8.6% | +9.1% | +16.2% |
| 1Y | +13.7% | +13.7% | 0.0% | +11.7% |
| 3Y | +95.9% | +22.8% | +73.1% | +89.4% |
| 5Y | -71.7% | +82.0% | -153.6% | -73.1% |
| All | +102.6% | +94.0% | +8.6% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling