+72.2%
DOCU vs DBX
+17.7%
+54.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.4% | +6.1% | +5.2% |
| 7D | +6.9% | -2.4% | +9.3% | +8.4% |
| 30D | +19.0% | -0.5% | +19.5% | +19.5% |
| 3M | +34.3% | +28.1% | +6.2% | +15.4% |
| 6M | +48.0% | +33.1% | +14.9% | +23.0% |
| YTD | 0.0% | +25.3% | -25.3% | -13.3% |
| 1Y | -10.3% | +18.3% | -28.6% | -19.9% |
| 3Y | +32.4% | +25.0% | +7.4% | +9.0% |
| 5Y | -77.9% | +7.5% | -85.5% | -80.2% |
| All | +72.2% | +17.7% | +54.5% | +40.8% |
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