+95.3%
DOCU vs DBX
+17.1%
+78.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | +0.3% |
| 7D | -5.5% | -4.4% | -1.2% | -2.9% |
| 30D | +12.6% | +4.8% | +7.9% | +9.4% |
| 3M | +36.4% | +0.3% | +36.0% | +36.1% |
| 6M | +66.8% | +40.4% | +26.4% | +33.8% |
| YTD | +13.5% | +24.7% | -11.2% | -1.5% |
| 1Y | +11.3% | +20.9% | -9.6% | -2.0% |
| 3Y | +92.1% | +34.5% | +57.6% | +50.9% |
| 5Y | -71.0% | +24.6% | -95.6% | -75.6% |
| All | +95.3% | +17.1% | +78.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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