-11.0%
F vs DOCU
-71.6%
+60.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.8% | +2.9% |
| 7D | +6.0% | -3.7% | +9.7% | +6.8% |
| 30D | +4.3% | +15.0% | -10.7% | +1.1% |
| 3M | -10.1% | +39.9% | -50.0% | -16.5% |
| 6M | +12.8% | +66.2% | -53.4% | +0.2% |
| YTD | -0.1% | +17.7% | -17.8% | -5.2% |
| 1Y | +3.7% | +13.7% | -10.0% | -1.0% |
| 3Y | +42.7% | +95.9% | -53.2% | +12.6% |
| 5Y | -11.0% | -71.7% | +60.6% | -13.8% |
| All | -11.0% | -71.6% | +60.5% | -13.8% |
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