-70.5%
DOCU vs DRI
+77.7%
-148.2%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.5% |
| 7D | -3.2% | +3.7% | -6.9% | -5.4% |
| 30D | +15.7% | +13.5% | +2.2% | +7.1% |
| 3M | +37.3% | +10.4% | +26.9% | +27.9% |
| 6M | +63.1% | +19.5% | +43.6% | +43.8% |
| YTD | +15.4% | +28.2% | -12.8% | -5.6% |
| 1Y | +11.3% | +31.0% | -19.7% | -10.7% |
| 3Y | +92.1% | +67.1% | +25.0% | +17.5% |
| 5Y | -70.5% | +74.7% | -145.2% | -84.7% |
| All | -70.5% | +77.7% | -148.2% | -84.7% |
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