+30.9%
DOCU vs TDY
+44.8%
-14.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.6% |
| 7D | +6.9% | -1.8% | +8.7% | +7.3% |
| 30D | +19.0% | -10.7% | +29.7% | +22.1% |
| 3M | +34.3% | -1.3% | +35.6% | +33.7% |
| 6M | +48.0% | -10.6% | +58.6% | +51.8% |
| YTD | 0.0% | +19.6% | -19.5% | -11.2% |
| 1Y | -10.3% | +11.6% | -21.9% | -17.6% |
| All | +30.9% | +44.8% | -14.0% | +0.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling