+66.5%
F vs DOCU
+107.7%
-41.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.0% | +0.9% | -0.8% |
| 7D | +1.4% | -3.2% | +4.6% | +1.9% |
| 30D | +2.0% | +15.7% | -13.6% | -0.3% |
| 3M | -10.4% | +37.3% | -47.6% | -14.9% |
| 6M | +9.7% | +63.1% | -53.4% | +0.9% |
| YTD | -1.2% | +15.4% | -16.6% | -4.7% |
| 1Y | 0.0% | +11.3% | -11.3% | -3.1% |
| 3Y | +41.1% | +92.1% | -51.0% | +21.3% |
| 5Y | -11.4% | -70.5% | +59.1% | -13.2% |
| All | +66.5% | +107.7% | -41.2% | +29.9% |
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