+95.3%
DOCU vs DD
+76.0%
+19.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | -1.0% |
| 7D | -3.2% | +3.1% | -6.3% | -4.1% |
| 30D | +15.7% | +8.7% | +6.9% | +13.1% |
| 3M | +37.3% | -1.2% | +38.5% | +37.4% |
| 6M | +63.1% | -1.1% | +64.2% | +62.5% |
| YTD | +15.4% | +21.7% | -6.3% | +5.0% |
| 1Y | +11.3% | +24.0% | -12.7% | +0.4% |
| All | +95.3% | +76.0% | +19.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling