+30.9%
DOCU vs DRI
+53.9%
-23.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | +6.9% | +0.6% | +6.3% | +6.7% |
| 30D | +19.0% | +3.8% | +15.1% | +17.3% |
| 3M | +34.3% | +13.0% | +21.3% | +29.1% |
| 6M | +48.0% | +8.3% | +39.7% | +43.5% |
| YTD | 0.0% | +20.6% | -20.6% | -7.5% |
| 1Y | -10.3% | +6.5% | -16.7% | -13.0% |
| All | +30.9% | +53.9% | -23.0% | +2.3% |
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 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