-27.9%
DOW vs DOCU
-71.9%
+44.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -2.0% |
| 7D | -4.9% | -3.2% | -1.7% | -4.5% |
| 30D | +13.6% | +15.7% | -2.1% | +11.7% |
| 3M | +9.0% | +37.3% | -28.2% | +5.0% |
| 6M | -19.9% | +63.1% | -83.0% | -24.8% |
| YTD | +41.4% | +15.4% | +26.1% | +37.9% |
| 1Y | +47.4% | +11.3% | +36.1% | +44.3% |
| 3Y | -23.6% | +92.1% | -115.6% | -31.2% |
| 5Y | -27.9% | -70.5% | +42.6% | -31.5% |
| All | -27.9% | -71.9% | +44.0% | -31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling