+95.3%
DOCU vs RUN
-9.7%
+105.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.3% | -14.2% | -2.6% |
| 7D | -3.2% | +30.0% | -33.3% | -4.7% |
| 30D | +15.7% | +27.0% | -11.3% | +14.0% |
| 3M | +37.3% | -5.9% | +43.2% | +37.3% |
| 6M | +63.1% | -26.7% | +89.8% | +65.2% |
| YTD | +15.4% | -46.4% | +61.7% | +18.1% |
| 1Y | +11.3% | -52.1% | +63.4% | +14.4% |
| All | +95.3% | -9.7% | +105.0% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling