-16.3%
DOCU vs DD
+37.5%
-53.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.7% |
| 7D | +6.9% | -3.5% | +10.4% | +6.6% |
| 30D | +19.0% | -10.3% | +29.3% | +18.0% |
| 3M | +34.3% | -7.5% | +41.8% | +33.6% |
| 6M | +48.0% | -8.0% | +56.0% | +47.4% |
| YTD | 0.0% | +10.5% | -10.5% | -3.3% |
| All | -16.3% | +37.5% | -53.8% | -22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling