-10.3%
DOCU vs REPL
+161.1%
-171.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.7% |
| 7D | +6.9% | -3.0% | +9.9% | +6.9% |
| 30D | +19.0% | +27.1% | -8.1% | +18.7% |
| 3M | +34.3% | +52.4% | -18.1% | +33.2% |
| 6M | +48.0% | +107.4% | -59.4% | +45.7% |
| YTD | 0.0% | +54.7% | -54.7% | -0.6% |
| 1Y | -10.3% | +158.9% | -169.1% | -14.2% |
| All | -10.3% | +161.1% | -171.4% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling