+72.2%
DOCU vs TDY
+217.1%
-144.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +6.9% | -1.8% | +8.7% | +7.7% |
| 30D | +19.0% | -10.7% | +29.7% | +24.2% |
| 3M | +34.3% | -1.3% | +35.6% | +33.9% |
| 6M | +48.0% | -10.6% | +58.6% | +52.7% |
| YTD | 0.0% | +19.6% | -19.5% | -10.6% |
| 1Y | -10.3% | +11.6% | -21.9% | -17.2% |
| 3Y | +32.4% | +45.2% | -12.8% | +7.3% |
| 5Y | -77.9% | +36.1% | -114.0% | -81.6% |
| All | +72.2% | +217.1% | -144.9% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling