-10.3%
DOCU vs DOC
+23.9%
-34.2%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.8% | +5.5% | +3.8% |
| 7D | +6.9% | -1.5% | +8.4% | +7.0% |
| 30D | +19.0% | -4.8% | +23.8% | +19.2% |
| 3M | +34.3% | +6.9% | +27.4% | +34.9% |
| 6M | +48.0% | +20.7% | +27.3% | +49.7% |
| YTD | 0.0% | +34.1% | -34.1% | -2.9% |
| 1Y | -10.3% | +22.6% | -32.9% | -13.1% |
| All | -10.3% | +23.9% | -34.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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