-70.5%
DOCU vs COMP
-28.0%
-42.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -8.2% | +6.2% | +0.3% |
| 7D | -3.2% | -1.8% | -1.4% | -3.0% |
| 30D | +15.7% | -0.8% | +16.4% | +15.3% |
| 3M | +37.3% | -28.1% | +65.4% | +49.2% |
| 6M | +63.1% | +27.0% | +36.1% | +46.7% |
| YTD | +15.4% | -12.8% | +28.2% | +13.9% |
| 1Y | +11.3% | +4.9% | +6.4% | +3.7% |
| 3Y | +92.1% | +321.0% | -228.9% | -4.4% |
| 5Y | -70.5% | -25.6% | -44.9% | -72.6% |
| All | -70.5% | -28.0% | -42.5% | -72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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