-61.0%
DOCU vs COMP
-52.8%
-8.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.6% | -1.9% |
| 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% | +45.7% |
| 6M | +66.2% | +42.2% | +23.9% | +45.1% |
| YTD | +17.7% | -5.0% | +22.7% | +13.7% |
| 1Y | +13.7% | +20.1% | -6.4% | +2.1% |
| 3Y | +95.9% | +358.4% | -262.5% | -2.7% |
| 5Y | -71.7% | -21.9% | -49.7% | -77.9% |
| All | -61.0% | -52.8% | -8.2% | -65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling