-76.5%
DOCU vs CAPR
+84.7%
-161.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.7% |
| 7D | +6.9% | -2.0% | +8.9% | +6.9% |
| 30D | +19.0% | +139.2% | -120.2% | +16.8% |
| 3M | +34.3% | -66.4% | +100.7% | +35.3% |
| 6M | +48.0% | -63.1% | +111.1% | +48.6% |
| YTD | 0.0% | -67.4% | +67.4% | +0.6% |
| 1Y | -10.3% | +58.2% | -68.5% | -18.3% |
| 3Y | +32.4% | +42.2% | -9.8% | +3.6% |
| All | -76.5% | +84.7% | -161.2% | -86.1% |
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