+13.7%
DOCU vs USHY
+1.9%
+11.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | -3.7% | -0.2% | -3.5% | -3.6% |
| 30D | +15.0% | +0.7% | +14.3% | +14.5% |
| 3M | +39.9% | -2.2% | +42.1% | +43.2% |
| 6M | +66.2% | -0.9% | +67.0% | +68.0% |
| YTD | +17.7% | +0.2% | +17.5% | +16.0% |
| 1Y | +13.7% | +1.7% | +11.9% | +2.4% |
| All | +13.7% | +1.9% | +11.8% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling