+72.2%
DOCU vs TRMB
+69.7%
+2.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.4% |
| 7D | +6.9% | -2.5% | +9.4% | +8.6% |
| 30D | +19.0% | +1.5% | +17.5% | +18.0% |
| 3M | +34.3% | +6.8% | +27.5% | +29.2% |
| 6M | +48.0% | -14.9% | +63.0% | +64.6% |
| YTD | 0.0% | -24.1% | +24.1% | +20.0% |
| 1Y | -10.3% | -25.4% | +15.1% | +8.4% |
| 3Y | +32.4% | +8.0% | +24.4% | +21.3% |
| 5Y | -77.9% | -37.3% | -40.6% | -71.6% |
| All | +72.2% | +69.7% | +2.5% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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