+30.9%
DOCU vs USHY
+27.4%
+3.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.8% |
| 7D | +6.9% | -0.1% | +7.0% | +7.4% |
| 30D | +19.0% | +0.1% | +18.9% | +18.8% |
| 3M | +34.3% | +0.8% | +33.5% | +31.2% |
| 6M | +48.0% | +1.7% | +46.3% | +40.2% |
| YTD | 0.0% | +2.5% | -2.5% | -7.6% |
| 1Y | -10.3% | +4.4% | -14.7% | -22.2% |
| All | +30.9% | +27.4% | +3.5% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling