+96.4%
DOCU vs TDY
+68.3%
+28.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +4.1% | +4.1% | 0.0% | +3.3% |
| 30D | +7.4% | +5.7% | +1.6% | +6.0% |
| 3M | +26.0% | -4.4% | +30.5% | +27.0% |
| 6M | +79.2% | +1.2% | +78.0% | +77.3% |
| YTD | +18.1% | +26.0% | -8.0% | +4.2% |
| 1Y | +20.5% | +27.4% | -6.8% | +5.7% |
| 3Y | +96.4% | +67.5% | +28.9% | +40.3% |
| All | +96.4% | +68.3% | +28.1% | +40.3% |
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