+124.7%
DUK vs DOCU
+110.9%
+13.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -1.1% | +1.6% | -2.7% | -1.1% |
| 30D | +8.8% | +10.8% | -2.0% | +8.8% |
| 3M | +5.0% | +38.0% | -32.9% | +5.0% |
| 6M | +4.6% | +77.4% | -72.8% | +4.5% |
| YTD | +12.6% | +17.2% | -4.6% | +12.7% |
| 1Y | +7.4% | +15.6% | -8.1% | +7.5% |
| 3Y | +63.1% | +95.6% | -32.5% | +61.7% |
| 5Y | +54.6% | -69.7% | +124.3% | +52.9% |
| All | +124.7% | +110.9% | +13.8% | +106.9% |
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 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