+63.8%
DOCU vs TDY
+214.2%
-150.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -4.5% |
| 7D | +0.7% | -0.9% | +1.6% | +1.1% |
| 30D | +8.0% | -12.5% | +20.5% | +13.7% |
| 3M | +41.0% | -1.2% | +42.2% | +40.4% |
| 6M | +33.7% | -6.6% | +40.2% | +35.4% |
| YTD | -4.9% | +18.5% | -23.3% | -14.6% |
| 1Y | -20.4% | +10.8% | -31.1% | -26.3% |
| 3Y | +29.6% | +47.5% | -17.9% | +4.3% |
| 5Y | -76.9% | +35.8% | -112.7% | -80.7% |
| All | +63.8% | +214.2% | -150.4% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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