+30.9%
DOCU vs TAP
-28.0%
+58.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | +6.9% | -2.3% | +9.2% | +7.3% |
| 30D | +19.0% | -2.1% | +21.1% | +19.5% |
| 3M | +34.3% | +6.6% | +27.7% | +33.5% |
| 6M | +48.0% | -11.5% | +59.5% | +50.4% |
| YTD | 0.0% | -10.3% | +10.3% | +0.9% |
| 1Y | -10.3% | -14.4% | +4.1% | -8.7% |
| All | +30.9% | -28.0% | +58.9% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling