+16.4%
DOCU vs RUN
-50.6%
+67.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.1% | -0.9% | +2.9% |
| 7D | -0.4% | +3.2% | -3.6% | -0.7% |
| 30D | +12.9% | +19.5% | -6.6% | +11.2% |
| 3M | +35.1% | -9.6% | +44.6% | +35.8% |
| 6M | +76.2% | -37.3% | +113.5% | +81.4% |
| YTD | +17.2% | -50.7% | +67.9% | +23.0% |
| 1Y | +16.4% | -54.1% | +70.5% | +24.6% |
| All | +16.4% | -50.6% | +67.0% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling