-71.7%
DOCU vs TDY
+38.0%
-109.6%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.5% | -6.2% | -4.4% |
| 7D | -5.5% | -6.0% | +0.5% | -2.3% |
| 30D | +12.6% | +2.4% | +10.2% | +10.3% |
| 3M | +36.4% | -10.0% | +46.4% | +44.1% |
| 6M | +66.8% | -4.0% | +70.8% | +66.5% |
| YTD | +13.5% | +21.1% | -7.7% | -9.2% |
| 1Y | +11.3% | +22.1% | -10.8% | -11.7% |
| 3Y | +92.1% | +64.0% | +28.0% | +9.1% |
| All | -71.7% | +38.0% | -109.6% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling