+95.3%
DOCU vs USHY
+47.8%
+47.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -5.5% | -0.3% | -5.3% | -5.0% |
| 30D | +12.6% | 0.0% | +12.6% | +12.5% |
| 3M | +36.4% | -2.4% | +38.8% | +44.1% |
| 6M | +66.8% | -1.6% | +68.4% | +72.9% |
| YTD | +13.5% | -0.2% | +13.6% | +13.3% |
| 1Y | +11.3% | +1.2% | +10.1% | +7.6% |
| 3Y | +92.1% | +24.1% | +67.9% | +18.8% |
| 5Y | -71.0% | +18.1% | -89.1% | -79.9% |
| All | +95.3% | +47.8% | +47.5% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling