+95.3%
DOCU vs TAP
-29.5%
+124.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.5% | +2.8% | -1.3% |
| 7D | -5.5% | +0.5% | -6.1% | -5.6% |
| 30D | +12.6% | +9.1% | +3.5% | +11.8% |
| 3M | +36.4% | -3.8% | +40.2% | +36.7% |
| 6M | +66.8% | -3.4% | +70.2% | +67.1% |
| YTD | +13.5% | -10.6% | +24.1% | +14.0% |
| 1Y | +11.3% | -4.4% | +15.7% | +11.3% |
| 3Y | +92.1% | -24.4% | +116.4% | +94.7% |
| 5Y | -71.0% | +2.1% | -73.1% | -70.6% |
| All | +95.3% | -29.5% | +124.8% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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