+98.6%
DOCU vs URA
+201.1%
-102.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.3% | +3.3% | -0.3% |
| 7D | -3.2% | -13.3% | +10.1% | +1.1% |
| 30D | +15.7% | -25.9% | +41.6% | +26.6% |
| 3M | +37.3% | -27.8% | +65.0% | +50.3% |
| 6M | +63.1% | -42.8% | +106.0% | +90.2% |
| YTD | +15.4% | -27.5% | +42.9% | +18.6% |
| 1Y | +11.3% | -35.1% | +46.4% | +19.2% |
| 3Y | +92.1% | +31.1% | +61.0% | +40.8% |
| 5Y | -70.5% | +29.8% | -100.3% | -79.2% |
| All | +98.6% | +201.1% | -102.5% | +5.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling