+71.7%
DVN vs DOCU
+107.7%
-36.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.6% |
| 7D | -16.2% | -3.2% | -13.0% | -15.9% |
| 30D | -10.7% | +15.7% | -26.4% | -12.4% |
| 3M | +2.5% | +37.3% | -34.7% | -1.7% |
| 6M | -14.8% | +63.1% | -77.9% | -20.3% |
| YTD | +19.3% | +15.4% | +3.9% | +15.8% |
| 1Y | +36.0% | +11.3% | +24.7% | +32.4% |
| 3Y | -0.1% | +92.1% | -92.1% | -11.8% |
| 5Y | +24.7% | -70.5% | +95.2% | +30.3% |
| All | +71.7% | +107.7% | -36.0% | +11.0% |
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 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