+33.9%
DOCU vs AS
+133.7%
-99.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.3% | -1.4% |
| 7D | -3.2% | +7.1% | -10.3% | -4.9% |
| 30D | +15.7% | +12.8% | +2.9% | +12.1% |
| 3M | +37.3% | -14.7% | +52.0% | +42.5% |
| 6M | +63.1% | -9.9% | +73.1% | +66.5% |
| YTD | +15.4% | -16.1% | +31.5% | +19.3% |
| 1Y | +11.3% | +0.2% | +11.2% | +9.5% |
| All | +33.9% | +133.7% | -99.8% | +11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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