-70.5%
DOCU vs REPL
-40.1%
-30.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.3% | -1.8% |
| 7D | -3.2% | +15.1% | -18.3% | -3.8% |
| 30D | +15.7% | +51.1% | -35.4% | +13.5% |
| 3M | +37.3% | +69.2% | -32.0% | +33.7% |
| 6M | +63.1% | +597.6% | -534.4% | +41.4% |
| YTD | +15.4% | +106.0% | -90.6% | +4.2% |
| 1Y | +11.3% | +133.3% | -122.0% | -0.5% |
| 3Y | +92.1% | +41.0% | +51.1% | +42.2% |
| 5Y | -70.5% | -40.1% | -30.3% | -67.0% |
| All | -70.5% | -40.1% | -30.4% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling