+30.9%
DOCU vs S
+16.9%
+13.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +6.9% | -7.7% | +14.6% | +10.8% |
| 30D | +19.0% | -5.3% | +24.3% | +21.6% |
| 3M | +34.3% | +20.3% | +14.0% | +22.4% |
| 6M | +48.0% | +47.4% | +0.6% | +21.8% |
| YTD | 0.0% | +32.5% | -32.5% | -13.7% |
| 1Y | -10.3% | +9.5% | -19.8% | -16.2% |
| All | +30.9% | +16.9% | +13.9% | +10.9% |
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