-76.5%
DOCU vs USHY
+21.7%
-98.2%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +18.7% |
| 3M | +34.3% | +0.8% | +33.5% | +30.6% |
| 6M | +48.0% | +1.7% | +46.3% | +38.7% |
| YTD | 0.0% | +2.5% | -2.5% | -8.8% |
| 1Y | -10.3% | +4.4% | -14.7% | -23.5% |
| 3Y | +32.4% | +27.4% | +5.0% | -43.9% |
| All | -76.5% | +21.7% | -98.2% | -86.1% |
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