-70.5%
DOCU vs IT
-40.4%
-30.1%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +0.8% |
| 7D | -3.2% | -12.0% | +8.8% | +3.9% |
| 30D | +15.7% | +7.1% | +8.6% | +9.1% |
| 3M | +37.3% | +6.3% | +31.0% | +28.8% |
| 6M | +63.1% | +32.5% | +30.6% | +28.4% |
| YTD | +15.4% | -21.5% | +36.9% | +29.0% |
| 1Y | +11.3% | -16.5% | +27.8% | +18.4% |
| 3Y | +92.1% | -48.8% | +140.8% | +171.6% |
| 5Y | -70.5% | -40.2% | -30.3% | -64.1% |
| All | -70.5% | -40.4% | -30.1% | -64.1% |
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