+95.3%
DOCU vs RUN
+9.9%
+85.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -5.5% | +33.4% | -39.0% | -11.0% |
| 30D | +12.6% | +31.1% | -18.5% | +6.3% |
| 3M | +36.4% | +6.4% | +30.0% | +33.2% |
| 6M | +66.8% | -22.2% | +89.0% | +71.2% |
| YTD | +13.5% | -45.8% | +59.2% | +20.5% |
| 1Y | +11.3% | -51.1% | +62.4% | +19.8% |
| 3Y | +92.1% | -3.0% | +95.1% | +30.5% |
| 5Y | -71.0% | -82.2% | +11.3% | -71.2% |
| All | +95.3% | +9.9% | +85.4% | +27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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