-71.7%
DOCU vs DRI
+74.0%
-145.7%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.1% |
| 7D | -5.5% | +2.8% | -8.4% | -7.2% |
| 30D | +12.6% | +13.3% | -0.6% | +4.4% |
| 3M | +36.4% | +8.2% | +28.2% | +28.7% |
| 6M | +66.8% | +17.5% | +49.2% | +48.5% |
| YTD | +13.5% | +26.9% | -13.4% | -6.6% |
| 1Y | +11.3% | +31.6% | -20.3% | -11.1% |
| 3Y | +92.1% | +67.0% | +25.1% | +16.9% |
| All | -71.7% | +74.0% | -145.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling