+72.2%
DOCU vs GAP
-1.6%
+73.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +6.9% | -4.5% | +11.4% | +7.7% |
| 30D | +19.0% | +9.0% | +10.0% | +16.8% |
| 3M | +34.3% | +5.0% | +29.3% | +32.6% |
| 6M | +48.0% | -17.8% | +65.8% | +51.2% |
| YTD | 0.0% | -10.4% | +10.4% | +0.4% |
| 1Y | -10.3% | -3.4% | -6.9% | -11.5% |
| 3Y | +32.4% | +111.5% | -79.1% | +5.0% |
| 5Y | -77.9% | +8.8% | -86.8% | -81.8% |
| All | +72.2% | -1.6% | +73.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling