+95.7%
DOCU vs USHY
+49.2%
+46.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.5% |
| 7D | -4.8% | +0.8% | -5.6% | -6.5% |
| 30D | +9.4% | +0.2% | +9.2% | +8.7% |
| 3M | +29.0% | -1.7% | +30.7% | +33.9% |
| 6M | +62.3% | -0.6% | +63.0% | +64.5% |
| YTD | +13.7% | +0.8% | +12.9% | +11.2% |
| 1Y | +11.5% | +2.1% | +9.4% | +5.7% |
| 3Y | +94.2% | +26.0% | +68.2% | +16.1% |
| 5Y | -71.7% | +19.2% | -91.0% | -80.8% |
| All | +95.7% | +49.2% | +46.5% | +6.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling