-70.5%
DOCU vs URA
+27.0%
-97.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.2% |
| 7D | -3.2% | -13.3% | +10.1% | +1.4% |
| 30D | +15.7% | -25.9% | +41.6% | +27.5% |
| 3M | +37.3% | -27.8% | +65.0% | +51.3% |
| 6M | +63.1% | -42.8% | +106.0% | +93.0% |
| YTD | +15.4% | -27.5% | +42.9% | +17.3% |
| 1Y | +11.3% | -35.1% | +46.4% | +18.9% |
| 3Y | +92.1% | +31.1% | +61.0% | +23.1% |
| 5Y | -70.5% | +29.8% | -100.3% | -81.3% |
| All | -70.5% | +27.0% | -97.5% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 5y: compounded portfolio wealth divided by compounded URA 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…
5y analysis · Full analysis span regression · 6 months rolling