-71.7%
DOCU vs DD
+71.8%
-143.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.7% | -2.8% |
| 7D | -4.8% | +9.8% | -14.6% | -9.6% |
| 30D | +9.4% | +19.3% | -10.0% | -0.5% |
| 3M | +29.0% | +9.4% | +19.7% | +22.4% |
| 6M | +62.3% | +4.8% | +57.5% | +56.2% |
| YTD | +13.7% | +30.2% | -16.6% | -6.9% |
| 1Y | +11.5% | +32.2% | -20.7% | -9.7% |
| 3Y | +94.2% | +93.1% | +1.1% | +11.3% |
| 5Y | -71.7% | +68.0% | -139.7% | -82.8% |
| All | -71.7% | +71.8% | -143.5% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling