-70.5%
DOCU vs CAPR
+126.3%
-196.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.6% | -1.9% |
| 7D | -3.2% | +29.7% | -32.9% | -3.6% |
| 30D | +15.7% | +11.0% | +4.7% | +15.4% |
| 3M | +37.3% | +118.8% | -81.6% | +34.8% |
| 6M | +63.1% | -73.9% | +137.0% | +64.8% |
| YTD | +15.4% | -70.2% | +85.6% | +16.0% |
| 1Y | +11.3% | +38.3% | -27.0% | +2.6% |
| 3Y | +92.1% | +199.7% | -107.6% | +34.8% |
| 5Y | -70.5% | +130.6% | -201.1% | -78.4% |
| All | -70.5% | +126.3% | -196.8% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling