+98.6%
DOCU vs ARMK
+102.6%
-4.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.9% | +1.9% | -1.1% |
| 7D | -3.2% | -10.2% | +7.0% | -0.9% |
| 30D | +15.7% | -9.3% | +25.0% | +18.0% |
| 3M | +37.3% | -11.4% | +48.7% | +40.4% |
| 6M | +63.1% | +11.6% | +51.5% | +57.8% |
| YTD | +15.4% | +37.5% | -22.1% | +5.9% |
| 1Y | +11.3% | +34.9% | -23.6% | +2.6% |
| 3Y | +92.1% | +83.4% | +8.6% | +64.7% |
| 5Y | -70.5% | +87.9% | -158.4% | -75.0% |
| All | +98.6% | +102.6% | -4.0% | +97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling