+99.2%
DOCU vs S
+45.1%
+54.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.6% |
| 7D | -3.7% | -8.2% | +4.5% | -0.1% |
| 30D | +15.0% | -7.6% | +22.6% | +18.0% |
| 3M | +39.9% | +12.0% | +27.9% | +30.0% |
| 6M | +66.2% | +50.6% | +15.6% | +33.2% |
| YTD | +17.7% | +56.6% | -38.9% | -7.8% |
| 1Y | +13.7% | +39.2% | -25.6% | -6.6% |
| All | +99.2% | +45.1% | +54.1% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling