-42.7%
DT vs DOCU
-71.9%
+29.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.0% | -4.6% | -5.8% |
| 7D | -28.3% | -3.2% | -25.1% | -27.4% |
| 30D | -28.4% | +15.7% | -44.1% | -32.2% |
| 3M | -14.1% | +37.3% | -51.4% | -24.1% |
| 6M | +13.2% | +63.1% | -50.0% | -6.8% |
| YTD | +0.8% | +15.4% | -14.5% | -6.3% |
| 1Y | -7.8% | +11.3% | -19.1% | -13.4% |
| 3Y | -8.3% | +92.1% | -100.4% | -35.3% |
| 5Y | -42.7% | -70.5% | +27.8% | -42.9% |
| All | -42.7% | -71.9% | +29.1% | -42.9% |
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