+72.2%
DOCU vs PSKY
-73.7%
+145.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +4.0% |
| 7D | +6.9% | -0.2% | +7.1% | +6.9% |
| 30D | +19.0% | +24.0% | -5.0% | +14.0% |
| 3M | +34.3% | +2.2% | +32.1% | +33.4% |
| 6M | +48.0% | -9.0% | +57.0% | +49.8% |
| YTD | 0.0% | -18.1% | +18.2% | +2.7% |
| 1Y | -10.3% | -25.1% | +14.8% | -7.0% |
| 3Y | +32.4% | -16.3% | +48.7% | +25.9% |
| 5Y | -77.9% | -70.4% | -7.6% | -75.4% |
| All | +72.2% | -73.7% | +145.9% | +120.1% |
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