+72.2%
DOCU vs TXT
+26.3%
+45.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +3.8% |
| 7D | +6.9% | -4.8% | +11.7% | +8.5% |
| 30D | +19.0% | -10.6% | +29.6% | +23.0% |
| 3M | +34.3% | -13.2% | +47.5% | +39.4% |
| 6M | +48.0% | -20.3% | +68.4% | +56.8% |
| YTD | 0.0% | -9.3% | +9.3% | +0.9% |
| 1Y | -10.3% | -2.7% | -7.6% | -11.7% |
| 3Y | +32.4% | +1.4% | +31.0% | +26.6% |
| 5Y | -77.9% | +9.6% | -87.5% | -79.3% |
| All | +72.2% | +26.3% | +45.8% | +86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling