+69.0%
DVN vs DOCU
+104.2%
-35.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.4% |
| 7D | -19.1% | -5.5% | -13.5% | -18.5% |
| 30D | -11.8% | +12.6% | -24.5% | -13.2% |
| 3M | -1.5% | +36.4% | -37.9% | -5.4% |
| 6M | -8.2% | +66.8% | -75.0% | -14.5% |
| YTD | +17.4% | +13.5% | +3.9% | +14.2% |
| 1Y | +33.5% | +11.3% | +22.2% | +30.0% |
| 3Y | -0.3% | +92.1% | -92.4% | -12.0% |
| 5Y | +22.7% | -71.0% | +93.7% | +28.6% |
| All | +69.0% | +104.2% | -35.2% | +9.5% |
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 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