-75.5%
DOCU vs S
-56.8%
-18.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.4% | +3.3% | +3.5% |
| 7D | +6.9% | -7.7% | +14.6% | +11.0% |
| 30D | +19.0% | -5.3% | +24.3% | +21.7% |
| 3M | +34.3% | +20.3% | +14.0% | +21.6% |
| 6M | +48.0% | +47.4% | +0.6% | +20.2% |
| YTD | 0.0% | +32.5% | -32.5% | -14.4% |
| 1Y | -10.3% | +9.5% | -19.8% | -16.1% |
| 3Y | +32.4% | +15.5% | +16.9% | +9.9% |
| 5Y | -77.9% | -71.2% | -6.7% | -70.5% |
| All | -75.5% | -56.8% | -18.7% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling