-20.4%
DOCU vs TDY
+10.6%
-31.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.9% | -4.0% | -5.0% |
| 7D | +0.7% | -0.9% | +1.6% | +0.5% |
| 30D | +8.0% | -12.5% | +20.5% | +5.6% |
| 3M | +41.0% | -1.2% | +42.2% | +40.1% |
| 6M | +33.7% | -6.6% | +40.2% | +32.5% |
| YTD | -4.9% | +18.5% | -23.3% | -12.9% |
| 1Y | -20.4% | +10.8% | -31.1% | -24.6% |
| All | -20.4% | +10.6% | -31.0% | -24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling