+21.2%
DVN vs DOCU
-71.0%
+92.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -19.1% | -5.5% | -13.5% | -18.6% |
| 30D | -11.8% | +12.6% | -24.5% | -13.0% |
| 3M | -1.5% | +36.4% | -37.9% | -4.9% |
| 6M | -8.2% | +66.8% | -75.0% | -13.6% |
| YTD | +17.4% | +13.5% | +3.9% | +14.8% |
| 1Y | +33.5% | +11.3% | +22.2% | +30.6% |
| 3Y | -0.3% | +92.1% | -92.4% | -10.4% |
| All | +21.2% | -71.0% | +92.2% | +14.5% |
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