-10.8%
DOW vs DOCU
+22.0%
-32.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.7% | -6.7% | -3.4% |
| 7D | -2.4% | +6.9% | -9.3% | -3.1% |
| 30D | +0.4% | +19.0% | -18.6% | -1.6% |
| 3M | -14.4% | +34.3% | -48.7% | -17.4% |
| 6M | -7.0% | +48.0% | -55.0% | -11.5% |
| YTD | +30.2% | 0.0% | +30.2% | +29.0% |
| 1Y | +29.2% | -10.3% | +39.5% | +29.3% |
| 3Y | -36.7% | +32.4% | -69.1% | -40.2% |
| 5Y | -37.7% | -77.9% | +40.2% | -35.4% |
| All | -10.8% | +22.0% | -32.8% | -39.6% |
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