+11.5%
DOCU vs DVA
+47.6%
-36.1%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | -0.7% |
| 7D | -3.4% | -1.6% | -1.8% | -3.6% |
| 30D | +9.3% | 0.0% | +9.2% | +9.4% |
| 3M | +30.2% | -2.4% | +32.6% | +30.0% |
| 6M | +62.1% | -9.8% | +71.9% | +61.5% |
| YTD | +13.5% | +57.8% | -44.3% | +38.1% |
| 1Y | +11.5% | +49.2% | -37.7% | +39.7% |
| All | +11.5% | +47.6% | -36.1% | +39.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling