+94.9%
DOCU vs DRI
+68.4%
+26.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +3.2% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +12.9% | +14.7% | -1.8% | +9.0% |
| 3M | +35.1% | +5.4% | +29.6% | +32.7% |
| 6M | +76.2% | +18.8% | +57.4% | +67.2% |
| YTD | +17.2% | +28.4% | -11.2% | +7.0% |
| 1Y | +16.4% | +37.7% | -21.2% | +3.3% |
| All | +94.9% | +68.4% | +26.6% | +60.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling