+87.9%
DOCU vs PSKY
-83.2%
+171.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.8% | +1.1% | -2.6% |
| 7D | +5.0% | -24.6% | +29.6% | +10.6% |
| 30D | +7.0% | -36.1% | +43.1% | +16.8% |
| 3M | +5.4% | -52.6% | +58.0% | +20.6% |
| 6M | +5.4% | -52.6% | +58.0% | +20.6% |
| YTD | +5.4% | -52.6% | +58.0% | +20.6% |
| 1Y | +11.2% | -58.4% | +69.6% | +30.6% |
| 3Y | +79.1% | -40.7% | +119.8% | +82.8% |
| 5Y | -71.3% | -80.0% | +8.7% | -65.0% |
| All | +87.9% | -83.2% | +171.1% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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