+95.3%
DOCU vs ARMK
+111.6%
-16.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.1% | -2.6% |
| 7D | -5.5% | -2.6% | -2.9% | -5.1% |
| 30D | +12.6% | -5.2% | +17.8% | +13.7% |
| 3M | +36.4% | -6.5% | +42.9% | +37.7% |
| 6M | +66.8% | +15.3% | +51.5% | +60.2% |
| YTD | +13.5% | +43.6% | -30.1% | +3.1% |
| 1Y | +11.3% | +42.1% | -30.8% | +1.3% |
| 3Y | +92.1% | +94.0% | -1.9% | +62.6% |
| 5Y | -71.0% | +96.3% | -167.2% | -75.7% |
| All | +95.3% | +111.6% | -16.3% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling