+72.2%
DOCU vs DTE
+101.2%
-29.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +6.9% | +0.2% | +6.7% | +6.9% |
| 30D | +19.0% | -2.6% | +21.6% | +19.2% |
| 3M | +34.3% | -3.9% | +38.2% | +34.6% |
| 6M | +48.0% | -7.9% | +55.9% | +48.8% |
| YTD | 0.0% | +7.2% | -7.2% | -1.3% |
| 1Y | -10.3% | +3.1% | -13.4% | -11.1% |
| 3Y | +32.4% | +47.6% | -15.2% | +25.0% |
| 5Y | -77.9% | +32.7% | -110.7% | -78.9% |
| All | +72.2% | +101.2% | -29.0% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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