+102.6%
DOCU vs DRI
+215.8%
-113.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -1.1% |
| 7D | -3.7% | +6.5% | -10.2% | -5.3% |
| 30D | +15.0% | +16.4% | -1.5% | +10.6% |
| 3M | +39.9% | +13.6% | +26.3% | +35.0% |
| 6M | +66.2% | +22.0% | +44.1% | +57.2% |
| YTD | +17.7% | +29.3% | -11.6% | +8.9% |
| 1Y | +13.7% | +32.0% | -18.3% | +4.6% |
| 3Y | +95.9% | +68.5% | +27.4% | +68.4% |
| 5Y | -71.7% | +86.3% | -158.0% | -76.3% |
| All | +102.6% | +215.8% | -113.1% | +91.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling