+72.2%
DOCU vs USHY
+51.7%
+20.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.8% |
| 7D | +6.9% | -0.1% | +7.0% | +7.2% |
| 30D | +19.0% | +0.1% | +18.9% | +18.8% |
| 3M | +34.3% | +0.8% | +33.5% | +31.9% |
| 6M | +48.0% | +1.7% | +46.3% | +41.9% |
| YTD | 0.0% | +2.5% | -2.5% | -5.7% |
| 1Y | -10.3% | +4.4% | -14.7% | -19.0% |
| 3Y | +32.4% | +27.4% | +5.0% | -22.7% |
| 5Y | -77.9% | +21.7% | -99.7% | -85.6% |
| All | +72.2% | +51.7% | +20.5% | -9.4% |
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