-69.4%
DOCU vs LEN
-13.2%
-56.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | +4.1% | -5.8% | +9.8% | +6.9% |
| 30D | +7.4% | +13.7% | -6.4% | -0.2% |
| 3M | +26.0% | -3.9% | +29.9% | +26.4% |
| 6M | +79.2% | -0.4% | +79.6% | +74.7% |
| YTD | +18.1% | -16.8% | +34.9% | +23.0% |
| 1Y | +20.5% | -29.5% | +50.0% | +38.2% |
| 3Y | +96.4% | -25.6% | +122.0% | +86.7% |
| All | -69.4% | -13.2% | -56.2% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling