-76.5%
DOCU vs DVA
+40.3%
-116.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.3% | +2.4% | +3.5% |
| 7D | +6.9% | +1.8% | +5.1% | +6.6% |
| 30D | +19.0% | -2.5% | +21.5% | +19.3% |
| 3M | +34.3% | -4.3% | +38.6% | +34.6% |
| 6M | +48.0% | +18.9% | +29.1% | +43.1% |
| YTD | 0.0% | +61.9% | -61.9% | -9.6% |
| 1Y | -10.3% | +35.7% | -46.0% | -15.6% |
| 3Y | +32.4% | +78.6% | -46.3% | +12.9% |
| All | -76.5% | +40.3% | -116.8% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling