+103.3%
DOCU vs TAP
-28.6%
+131.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.5% | +0.5% |
| 7D | +4.1% | +1.3% | +2.8% | +3.9% |
| 30D | +7.4% | +5.7% | +1.6% | +6.8% |
| 3M | +26.0% | -1.9% | +27.9% | +26.1% |
| 6M | +79.2% | +0.9% | +78.2% | +79.0% |
| YTD | +18.1% | -9.5% | +27.6% | +18.5% |
| 1Y | +20.5% | -9.0% | +29.5% | +20.9% |
| 3Y | +96.4% | -22.2% | +118.6% | +98.7% |
| 5Y | -69.5% | +1.2% | -70.7% | -69.2% |
| All | +103.3% | -28.6% | +131.9% | +114.2% |
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