-71.7%
DOCU vs RACE
+75.5%
-147.1%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -2.4% |
| 7D | -3.7% | +9.9% | -13.6% | -9.3% |
| 30D | +15.0% | +12.8% | +2.2% | +6.5% |
| 3M | +39.9% | +7.4% | +32.5% | +33.3% |
| 6M | +66.2% | +27.6% | +38.6% | +40.2% |
| YTD | +17.7% | +18.4% | -0.7% | +2.4% |
| 1Y | +13.7% | +9.5% | +4.2% | +4.3% |
| 3Y | +95.9% | +33.9% | +62.0% | +22.6% |
| 5Y | -71.7% | +74.9% | -146.5% | -88.7% |
| All | -71.7% | +75.5% | -147.1% | -88.7% |
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