+72.2%
DOCU vs LEN
+76.3%
-4.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | +6.9% | -3.2% | +10.1% | +8.2% |
| 30D | +19.0% | -4.9% | +23.9% | +21.2% |
| 3M | +34.3% | -8.5% | +42.8% | +38.3% |
| 6M | +48.0% | -20.7% | +68.7% | +59.5% |
| YTD | 0.0% | -17.4% | +17.4% | +4.8% |
| 1Y | -10.3% | -38.2% | +28.0% | +5.3% |
| 3Y | +32.4% | -24.9% | +57.3% | +37.1% |
| 5Y | -77.9% | -11.4% | -66.5% | -79.1% |
| All | +72.2% | +76.3% | -4.1% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling