-71.7%
DOCU vs IT
-43.2%
-28.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.4% | +0.9% |
| 7D | -5.5% | -16.9% | +11.4% | +5.1% |
| 30D | +12.6% | +2.3% | +10.3% | +9.2% |
| 3M | +36.4% | +2.9% | +33.5% | +30.5% |
| 6M | +66.8% | +25.9% | +40.9% | +35.7% |
| YTD | +13.5% | -24.6% | +38.1% | +30.2% |
| 1Y | +11.3% | -16.0% | +27.3% | +17.4% |
| 3Y | +92.1% | -51.6% | +143.6% | +183.2% |
| All | -71.7% | -43.2% | -28.5% | -65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling