+72.2%
DOCU vs GNRC
+314.4%
-242.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.4% | +1.3% | +2.8% |
| 7D | +6.9% | +1.9% | +5.0% | +6.1% |
| 30D | +19.0% | -13.8% | +32.8% | +25.2% |
| 3M | +34.3% | -32.6% | +66.9% | +52.5% |
| 6M | +48.0% | -15.2% | +63.2% | +48.6% |
| YTD | 0.0% | +37.4% | -37.4% | -21.0% |
| 1Y | -10.3% | +5.1% | -15.4% | -21.5% |
| 3Y | +32.4% | +57.5% | -25.1% | -11.8% |
| 5Y | -77.9% | -58.7% | -19.2% | -73.2% |
| All | +72.2% | +314.4% | -242.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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