+72.2%
DOCU vs ARWR
+1,175.3%
-1,103.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +6.9% | +1.7% | +5.2% | +6.5% |
| 30D | +19.0% | -0.7% | +19.7% | +19.0% |
| 3M | +34.3% | +14.9% | +19.4% | +28.6% |
| 6M | +48.0% | +32.6% | +15.4% | +35.5% |
| YTD | 0.0% | +30.0% | -30.0% | -8.5% |
| 1Y | -10.3% | +208.4% | -218.6% | -34.0% |
| 3Y | +32.4% | +208.8% | -176.4% | -13.2% |
| 5Y | -77.9% | +27.8% | -105.8% | -82.9% |
| All | +72.2% | +1,175.3% | -1,103.1% | -9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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