+72.2%
DOCU vs CAPR
-29.3%
+101.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +16.5% |
| 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% | -17.5% |
| 3Y | +32.4% | +42.2% | -9.8% | +16.7% |
| 5Y | -77.9% | +87.3% | -165.2% | -81.1% |
| All | +72.2% | -29.3% | +101.5% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling