+101.7%
DOCU vs DVA
+192.2%
-90.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.8% |
| 7D | -0.4% | -4.8% | +4.3% | +0.4% |
| 30D | +12.9% | +0.9% | +12.0% | +12.5% |
| 3M | +35.1% | +2.9% | +32.2% | +34.0% |
| 6M | +76.2% | -7.8% | +83.9% | +77.2% |
| YTD | +17.2% | +61.5% | -44.3% | +2.9% |
| 1Y | +16.4% | +50.1% | -33.7% | +4.2% |
| 3Y | +95.6% | +121.1% | -25.5% | +54.2% |
| 5Y | -68.5% | +72.9% | -141.4% | -74.6% |
| All | +101.7% | +192.2% | -90.5% | +41.8% |
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