-76.5%
DOCU vs RACE
+93.6%
-170.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.9% | +5.6% | +4.9% |
| 7D | +6.9% | -2.5% | +9.4% | +8.5% |
| 30D | +19.0% | +0.8% | +18.2% | +18.4% |
| 3M | +34.3% | +17.2% | +17.1% | +20.8% |
| 6M | +48.0% | +13.6% | +34.4% | +34.2% |
| YTD | 0.0% | +12.2% | -12.2% | -9.6% |
| 1Y | -10.3% | -16.3% | +6.0% | -2.3% |
| 3Y | +32.4% | +36.4% | -4.0% | -20.7% |
| All | -76.5% | +93.6% | -170.1% | -90.3% |
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