+103.3%
DOCU vs DVA
+178.0%
-74.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | +4.1% | -8.8% | +12.8% | +5.7% |
| 30D | +7.4% | -3.4% | +10.7% | +7.7% |
| 3M | +26.0% | -2.6% | +28.6% | +26.2% |
| 6M | +79.2% | -11.9% | +91.1% | +81.6% |
| YTD | +18.1% | +53.6% | -35.6% | +4.6% |
| 1Y | +20.5% | +41.9% | -21.3% | +8.9% |
| 3Y | +96.4% | +97.5% | -1.1% | +58.8% |
| 5Y | -69.5% | +65.0% | -134.5% | -75.2% |
| All | +103.3% | +178.0% | -74.7% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 10y: compounded portfolio wealth divided by compounded DVA 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…
10y analysis · Full analysis span regression · 6 months rolling