+52.8%
DUK vs DOCU
-71.0%
+123.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.8% |
| 7D | +0.3% | -5.5% | +5.9% | +0.3% |
| 30D | +10.6% | +12.6% | -2.0% | +10.7% |
| 3M | +4.0% | +36.4% | -32.4% | +4.1% |
| 6M | +3.6% | +66.8% | -63.2% | +3.7% |
| YTD | +11.9% | +13.5% | -1.6% | +12.2% |
| 1Y | +6.7% | +11.3% | -4.6% | +7.0% |
| 3Y | +59.4% | +92.1% | -32.6% | +58.1% |
| All | +52.8% | -71.0% | +123.8% | +42.8% |
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