+117.6%
DT vs DOCU
+32.2%
+85.4%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.1% |
| 7D | -3.3% | +6.9% | -10.2% | -5.9% |
| 30D | +2.0% | +19.0% | -16.9% | -5.3% |
| 3M | +20.0% | +34.3% | -14.3% | +5.5% |
| 6M | +39.3% | +48.0% | -8.7% | +17.9% |
| YTD | +19.8% | 0.0% | +19.7% | +17.7% |
| 1Y | +4.3% | -10.3% | +14.5% | +5.9% |
| 3Y | +7.7% | +32.4% | -24.7% | -13.8% |
| 5Y | -26.8% | -77.9% | +51.1% | +5.2% |
| All | +117.6% | +32.2% | +85.4% | +63.8% |
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