-10.3%
DOCU vs GAP
+1.5%
-11.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +6.9% | -4.5% | +11.4% | +7.4% |
| 30D | +19.0% | +9.0% | +10.0% | +17.6% |
| 3M | +34.3% | +5.0% | +29.3% | +32.8% |
| 6M | +48.0% | -17.8% | +65.8% | +50.4% |
| YTD | 0.0% | -10.4% | +10.4% | -0.5% |
| 1Y | -10.3% | -3.4% | -6.9% | -15.1% |
| All | -10.3% | +1.5% | -11.8% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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