-26.7%
DT vs DOCU
-78.0%
+51.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -3.0% |
| 7D | -3.3% | +6.9% | -10.2% | -5.7% |
| 30D | +2.0% | +19.0% | -16.9% | -4.8% |
| 3M | +20.0% | +34.3% | -14.3% | +6.4% |
| 6M | +39.3% | +48.0% | -8.7% | +19.3% |
| YTD | +19.8% | 0.0% | +19.7% | +17.6% |
| 1Y | +4.3% | -10.3% | +14.5% | +5.5% |
| 3Y | +7.7% | +32.4% | -24.7% | -12.4% |
| All | -26.7% | -78.0% | +51.3% | -10.3% |
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