-71.7%
DOCU vs COMP
-21.4%
-50.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -2.0% |
| 7D | -3.7% | +9.5% | -13.2% | -6.3% |
| 30D | +15.0% | +8.1% | +6.9% | +12.0% |
| 3M | +39.9% | -16.3% | +56.2% | +45.8% |
| 6M | +66.2% | +42.2% | +23.9% | +44.7% |
| YTD | +17.7% | -5.0% | +22.7% | +13.6% |
| 1Y | +13.7% | +20.1% | -6.4% | +1.9% |
| 3Y | +95.9% | +358.4% | -262.5% | -4.8% |
| 5Y | -71.7% | -21.9% | -49.7% | -75.1% |
| All | -71.7% | -21.4% | -50.2% | -75.1% |
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