-3.1%
DOW vs DOCU
+40.8%
-43.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +11.8% |
| 3M | +9.0% | +37.3% | -28.2% | +5.2% |
| 6M | -19.9% | +63.1% | -83.0% | -24.4% |
| YTD | +41.4% | +15.4% | +26.1% | +38.0% |
| 1Y | +47.4% | +11.3% | +36.1% | +44.3% |
| 3Y | -23.6% | +92.1% | -115.6% | -30.5% |
| 5Y | -27.9% | -70.5% | +42.6% | -27.2% |
| All | -3.1% | +40.8% | -43.9% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling