-68.5%
DOCU vs USHY
+20.1%
-88.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.1% | +3.1% | +2.7% |
| 7D | -0.4% | -0.2% | -0.2% | +0.4% |
| 30D | +12.9% | +0.5% | +12.5% | +10.9% |
| 3M | +35.1% | -1.2% | +36.2% | +40.2% |
| 6M | +76.2% | -0.1% | +76.3% | +76.0% |
| YTD | +17.2% | +1.1% | +16.1% | +11.6% |
| 1Y | +16.4% | +2.0% | +14.4% | +7.4% |
| 3Y | +95.6% | +25.8% | +69.8% | -14.0% |
| 5Y | -68.5% | +20.4% | -88.9% | -80.7% |
| All | -68.5% | +20.1% | -88.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling