+98.6%
DOCU vs RUN
+8.7%
+89.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +12.3% | -14.2% | -4.3% |
| 7D | -3.2% | +30.0% | -33.3% | -8.3% |
| 30D | +15.7% | +27.0% | -11.3% | +9.8% |
| 3M | +37.3% | -5.9% | +43.2% | +37.1% |
| 6M | +63.1% | -26.7% | +89.8% | +69.4% |
| YTD | +15.4% | -46.4% | +61.7% | +22.8% |
| 1Y | +11.3% | -52.1% | +63.4% | +20.3% |
| 3Y | +92.1% | -8.9% | +101.0% | +32.9% |
| 5Y | -70.5% | -82.4% | +11.9% | -70.6% |
| All | +98.6% | +8.7% | +89.9% | +29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling