-10.3%
DOCU vs LEN
-37.1%
+26.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.8% |
| 7D | +6.9% | -3.2% | +10.1% | +7.2% |
| 30D | +19.0% | -4.9% | +23.9% | +19.3% |
| 3M | +34.3% | -8.5% | +42.8% | +34.0% |
| 6M | +48.0% | -20.7% | +68.7% | +48.7% |
| YTD | 0.0% | -17.4% | +17.4% | -1.1% |
| 1Y | -10.3% | -38.2% | +28.0% | -3.0% |
| All | -10.3% | -37.1% | +26.8% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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