+95.7%
DOCU vs TECH
+98.2%
-2.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.8% | +0.2% | -5.0% | -4.9% |
| 30D | +9.4% | +0.5% | +8.9% | +9.1% |
| 3M | +29.0% | +0.9% | +28.2% | +28.4% |
| 6M | +62.3% | +51.0% | +11.3% | +24.5% |
| YTD | +13.7% | +24.4% | -10.7% | -5.7% |
| 1Y | +11.5% | +27.6% | -16.0% | -9.4% |
| 3Y | +94.2% | +29.9% | +64.3% | +32.7% |
| 5Y | -71.7% | -40.6% | -31.1% | -63.3% |
| All | +95.7% | +98.2% | -2.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling