-5.7%
DT vs DOCU
+11.6%
-17.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -25.5% | -3.7% | -21.8% | -24.0% |
| 30D | -22.3% | +15.0% | -37.3% | -27.7% |
| 3M | +2.3% | +39.9% | -37.6% | -14.7% |
| 6M | +20.7% | +66.2% | -45.4% | -10.4% |
| YTD | +7.9% | +17.7% | -9.8% | -9.8% |
| 1Y | -5.7% | +13.7% | -19.4% | -20.7% |
| All | -5.7% | +11.6% | -17.3% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling