+31.0%
DOCU vs REPL
-6.0%
+37.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.6% | +5.3% | +3.8% |
| 7D | +6.9% | -3.0% | +9.9% | +7.1% |
| 30D | +19.0% | +27.1% | -8.1% | +16.9% |
| 3M | +34.3% | +52.4% | -18.1% | +26.4% |
| 6M | +48.0% | +107.4% | -59.4% | +27.0% |
| YTD | 0.0% | +54.7% | -54.7% | -12.2% |
| 1Y | -10.3% | +158.9% | -169.1% | -28.3% |
| 3Y | +32.4% | -23.7% | +56.1% | -1.4% |
| 5Y | -77.9% | -54.3% | -23.6% | -82.8% |
| All | +31.0% | -6.0% | +37.0% | -18.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling