-70.5%
DOCU vs DD
+59.7%
-130.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.8% | +1.9% | 0.0% |
| 7D | -3.2% | +3.1% | -6.3% | -5.1% |
| 30D | +15.7% | +8.7% | +6.9% | +10.4% |
| 3M | +37.3% | -1.2% | +38.5% | +37.3% |
| 6M | +63.1% | -1.1% | +64.2% | +61.3% |
| YTD | +15.4% | +21.7% | -6.3% | -2.1% |
| 1Y | +11.3% | +24.0% | -12.7% | -6.9% |
| 3Y | +92.1% | +75.6% | +16.4% | +17.0% |
| 5Y | -70.5% | +58.2% | -128.6% | -81.4% |
| All | -70.5% | +59.7% | -130.2% | -81.4% |
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