-43.0%
DT vs DOCU
-71.0%
+28.1%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | 0.0% |
| 7D | -24.7% | -5.5% | -19.2% | -23.0% |
| 30D | -27.4% | +12.6% | -40.0% | -30.6% |
| 3M | -11.1% | +36.4% | -47.5% | -21.3% |
| 6M | +13.7% | +66.8% | -53.1% | -7.1% |
| YTD | +0.2% | +13.5% | -13.2% | -6.2% |
| 1Y | -5.7% | +11.3% | -17.0% | -11.4% |
| 3Y | -8.1% | +92.1% | -100.2% | -35.2% |
| All | -43.0% | -71.0% | +28.1% | -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