-69.6%
DOCU vs CAPR
+151.3%
-220.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.9% | +9.8% | 0.0% |
| 7D | -3.4% | +7.6% | -11.0% | -3.5% |
| 30D | +9.3% | +13.3% | -4.0% | +8.9% |
| 3M | +30.2% | +130.4% | -100.2% | +27.8% |
| 6M | +62.1% | -70.8% | +132.9% | +63.4% |
| YTD | +13.5% | -69.3% | +82.8% | +14.1% |
| 1Y | +11.5% | +59.5% | -48.0% | +1.9% |
| 3Y | +89.5% | +216.8% | -127.3% | +32.8% |
| 5Y | -69.6% | +152.7% | -222.3% | -81.4% |
| All | -69.6% | +151.3% | -220.9% | -81.4% |
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