+95.3%
DOCU vs CAPR
-32.3%
+127.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.7% | -6.3% | -1.7% |
| 7D | -5.5% | +41.1% | -46.6% | -6.2% |
| 30D | +12.6% | +11.1% | +1.5% | +12.3% |
| 3M | +36.4% | +115.3% | -78.9% | +33.6% |
| 6M | +66.8% | -73.8% | +140.6% | +68.5% |
| YTD | +13.5% | -68.8% | +82.3% | +14.0% |
| 1Y | +11.3% | +43.3% | -32.0% | +2.6% |
| 3Y | +92.1% | +214.7% | -122.6% | +64.9% |
| 5Y | -71.0% | +141.3% | -212.3% | -75.3% |
| All | +95.3% | -32.3% | +127.7% | +101.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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