+98.6%
DOCU vs TAP
-26.2%
+124.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -3.2% | +7.7% | -10.9% | -3.8% |
| 30D | +15.7% | +14.4% | +1.3% | +14.4% |
| 3M | +37.3% | +2.0% | +35.2% | +37.0% |
| 6M | +63.1% | +2.5% | +60.7% | +62.7% |
| YTD | +15.4% | -6.4% | +21.8% | +15.5% |
| 1Y | +11.3% | -2.3% | +13.6% | +11.0% |
| 3Y | +92.1% | -20.3% | +112.4% | +93.9% |
| 5Y | -70.5% | +6.9% | -77.4% | -70.3% |
| All | +98.6% | -26.2% | +124.8% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling