+98.6%
DOCU vs DVA
+210.2%
-111.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -3.2% | +0.8% | -4.0% | -3.4% |
| 30D | +15.7% | +8.0% | +7.7% | +14.0% |
| 3M | +37.3% | +3.2% | +34.0% | +36.1% |
| 6M | +63.1% | +24.1% | +39.1% | +54.5% |
| YTD | +15.4% | +71.5% | -56.1% | +0.3% |
| 1Y | +11.3% | +60.8% | -49.5% | -1.7% |
| 3Y | +92.1% | +145.2% | -53.1% | +48.0% |
| 5Y | -70.5% | +78.1% | -148.6% | -76.3% |
| All | +98.6% | +210.2% | -111.6% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling