-4.9%
DOW vs DOCU
+38.4%
-43.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.2% | -1.6% |
| 7D | -9.5% | -5.5% | -4.0% | -9.0% |
| 30D | +13.1% | +12.6% | +0.4% | +11.7% |
| 3M | +4.8% | +36.4% | -31.6% | +1.2% |
| 6M | -16.7% | +66.8% | -83.5% | -21.6% |
| YTD | +38.9% | +13.5% | +25.4% | +35.7% |
| 1Y | +48.3% | +11.3% | +37.0% | +45.2% |
| 3Y | -24.4% | +92.1% | -116.4% | -31.2% |
| 5Y | -29.2% | -71.0% | +41.8% | -28.4% |
| All | -4.9% | +38.4% | -43.3% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 10y: compounded portfolio wealth divided by compounded DOCU 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…
10y analysis · Full analysis span regression · 6 months rolling