+127.3%
DUK vs DOCU
+107.7%
+19.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.3% | +0.4% |
| 7D | +3.3% | -3.2% | +6.5% | +3.3% |
| 30D | +12.5% | +15.7% | -3.2% | +12.4% |
| 3M | +6.4% | +37.3% | -30.9% | +6.3% |
| 6M | +3.7% | +63.1% | -59.4% | +3.6% |
| YTD | +13.9% | +15.4% | -1.5% | +14.0% |
| 1Y | +8.8% | +11.3% | -2.5% | +8.9% |
| 3Y | +61.3% | +92.1% | -30.8% | +59.9% |
| 5Y | +55.1% | -70.5% | +125.6% | +53.5% |
| All | +127.3% | +107.7% | +19.6% | +109.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling