+69.8%
DVN vs DOCU
+104.6%
-34.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -12.8% | -4.8% | -8.0% | -12.3% |
| 30D | -12.1% | +9.4% | -21.5% | -13.2% |
| 3M | -0.7% | +29.0% | -29.7% | -4.0% |
| 6M | -5.8% | +62.3% | -68.1% | -11.9% |
| YTD | +17.9% | +13.7% | +4.3% | +14.7% |
| 1Y | +29.0% | +11.5% | +17.5% | +25.6% |
| 3Y | +6.0% | +94.2% | -88.2% | -6.6% |
| 5Y | +22.1% | -71.7% | +93.9% | +28.5% |
| All | +69.8% | +104.6% | -34.8% | +10.0% |
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