-70.5%
DOCU vs RACE
+65.1%
-135.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.3% | +0.4% | -0.5% |
| 7D | -3.2% | +5.7% | -8.9% | -6.6% |
| 30D | +15.7% | +9.3% | +6.4% | +9.3% |
| 3M | +37.3% | +3.8% | +33.4% | +33.5% |
| 6M | +63.1% | +29.8% | +33.3% | +36.0% |
| YTD | +15.4% | +15.6% | -0.2% | +1.8% |
| 1Y | +11.3% | +5.1% | +6.2% | +4.9% |
| 3Y | +92.1% | +30.8% | +61.3% | +21.5% |
| 5Y | -70.5% | +67.4% | -137.9% | -87.6% |
| All | -70.5% | +65.1% | -135.6% | -87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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