+66.2%
DOCU vs COMP
+37.2%
+29.0%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -0.5% |
| 7D | -3.7% | +9.5% | -13.2% | -4.5% |
| 30D | +15.0% | +8.1% | +6.9% | +14.0% |
| 3M | +39.9% | -16.3% | +56.2% | +41.7% |
| 6M | +66.2% | +42.2% | +23.9% | +75.5% |
| All | +66.2% | +37.2% | +29.0% | +75.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling