+41.2%
DUK vs DOCU
-78.0%
+119.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.0% |
| 7D | 0.0% | +6.9% | -6.9% | 0.0% |
| 30D | -1.7% | +19.0% | -20.7% | -1.6% |
| 3M | -0.4% | +34.3% | -34.7% | -0.3% |
| 6M | -7.2% | +48.0% | -55.3% | -7.1% |
| YTD | +5.3% | 0.0% | +5.2% | +5.5% |
| 1Y | +3.0% | -10.3% | +13.2% | +3.2% |
| 3Y | +53.1% | +32.4% | +20.7% | +52.2% |
| All | +41.2% | -78.0% | +119.2% | +28.3% |
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