+95.3%
DOCU vs TXT
+33.5%
+61.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.1% |
| 7D | -5.5% | -2.5% | -3.0% | -4.8% |
| 30D | +12.6% | +14.4% | -1.7% | +7.7% |
| 3M | +36.4% | -4.9% | +41.3% | +37.7% |
| 6M | +66.8% | -10.2% | +77.0% | +70.3% |
| YTD | +13.5% | -4.1% | +17.6% | +12.0% |
| 1Y | +11.3% | +4.0% | +7.3% | +6.8% |
| 3Y | +92.1% | +8.0% | +84.1% | +79.4% |
| 5Y | -71.0% | +8.4% | -79.4% | -73.1% |
| All | +95.3% | +33.5% | +61.8% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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