-72.2%
DOCU vs S
-52.7%
-19.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | -5.5% | -13.4% | +7.9% | +0.8% |
| 30D | +12.6% | -14.0% | +26.6% | +19.6% |
| 3M | +36.4% | +4.9% | +31.5% | +30.1% |
| 6M | +66.8% | +42.0% | +24.8% | +35.8% |
| YTD | +13.5% | +45.1% | -31.7% | -9.0% |
| 1Y | +11.3% | +33.1% | -21.8% | -7.2% |
| 3Y | +92.1% | +40.6% | +51.4% | +42.8% |
| 5Y | -71.0% | -67.5% | -3.5% | -63.5% |
| All | -72.2% | -52.7% | -19.6% | -68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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