+95.3%
DOCU vs DD
+51.7%
+43.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.0% |
| 7D | -5.5% | +4.6% | -10.2% | -7.2% |
| 30D | +12.6% | +11.8% | +0.9% | +8.2% |
| 3M | +36.4% | +2.2% | +34.2% | +34.8% |
| 6M | +66.8% | -1.6% | +68.4% | +66.1% |
| YTD | +13.5% | +23.0% | -9.5% | +2.4% |
| 1Y | +11.3% | +26.9% | -15.6% | -0.8% |
| 3Y | +92.1% | +77.9% | +14.2% | +46.6% |
| 5Y | -71.0% | +59.9% | -130.9% | -77.4% |
| All | +95.3% | +51.7% | +43.6% | +63.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling