+48.6%
DOCU vs REPL
+35.1%
+13.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.0% | -9.7% | -2.1% |
| 7D | -5.5% | +22.8% | -28.3% | -6.8% |
| 30D | +12.6% | +63.8% | -51.1% | +9.0% |
| 3M | +36.4% | +68.1% | -31.7% | +31.3% |
| 6M | +66.8% | +528.5% | -461.7% | +38.2% |
| YTD | +13.5% | +122.4% | -109.0% | -2.9% |
| 1Y | +11.3% | +154.4% | -143.1% | -5.9% |
| 3Y | +92.1% | +68.0% | +24.1% | +28.2% |
| 5Y | -71.0% | -35.4% | -35.6% | -77.8% |
| All | +48.6% | +35.1% | +13.5% | -9.3% |
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