-76.5%
DOCU vs DD
+61.3%
-137.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +6.9% | -3.5% | +10.4% | +8.8% |
| 30D | +19.0% | -10.3% | +29.3% | +25.5% |
| 3M | +34.3% | -7.5% | +41.8% | +38.9% |
| 6M | +48.0% | -8.0% | +56.0% | +50.8% |
| YTD | 0.0% | +10.5% | -10.5% | -9.8% |
| 1Y | -10.3% | +38.3% | -48.5% | -30.7% |
| 3Y | +32.4% | +42.5% | -10.1% | -4.4% |
| All | -76.5% | +61.3% | -137.8% | -84.6% |
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 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