+20.5%
DOCU vs IT
-15.8%
+36.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.4% |
| 7D | +4.1% | +1.1% | +3.0% | +3.5% |
| 30D | +7.4% | -1.8% | +9.2% | +7.0% |
| 3M | +26.0% | +4.8% | +21.2% | +20.8% |
| 6M | +79.2% | +33.0% | +46.2% | +49.2% |
| YTD | +18.1% | -23.8% | +41.9% | +28.3% |
| 1Y | +20.5% | -16.5% | +37.0% | +26.5% |
| All | +20.5% | -15.8% | +36.4% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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