+95.3%
DOCU vs DRI
+209.9%
-114.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.4% |
| 7D | -5.5% | +2.8% | -8.4% | -6.2% |
| 30D | +12.6% | +13.3% | -0.6% | +9.1% |
| 3M | +36.4% | +8.2% | +28.2% | +33.3% |
| 6M | +66.8% | +17.5% | +49.2% | +59.4% |
| YTD | +13.5% | +26.9% | -13.4% | +5.5% |
| 1Y | +11.3% | +31.6% | -20.3% | +2.4% |
| 3Y | +92.1% | +67.0% | +25.1% | +65.5% |
| 5Y | -71.0% | +72.9% | -143.9% | -75.4% |
| All | +95.3% | +209.9% | -114.6% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling