+101.7%
DOCU vs DD
+61.2%
+40.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.8% | +4.0% | +3.5% |
| 7D | -0.4% | +3.2% | -3.7% | -1.6% |
| 30D | +12.9% | +20.3% | -7.3% | +5.7% |
| 3M | +35.1% | +8.2% | +26.9% | +30.9% |
| 6M | +76.2% | +3.4% | +72.8% | +72.6% |
| YTD | +17.2% | +30.6% | -13.5% | +3.6% |
| 1Y | +16.4% | +30.6% | -14.2% | +2.8% |
| 3Y | +95.6% | +91.1% | +4.5% | +45.5% |
| 5Y | -68.5% | +68.6% | -137.1% | -75.9% |
| All | +101.7% | +61.2% | +40.6% | +65.6% |
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