+94.2%
F vs DOCU
+80.0%
+14.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.7% | -2.2% | +0.9% |
| 7D | +5.3% | +6.9% | -1.6% | +4.3% |
| 30D | +4.6% | +19.0% | -14.4% | +1.7% |
| 3M | -3.7% | +34.3% | -38.0% | -8.3% |
| 6M | +16.8% | +48.0% | -31.2% | +8.9% |
| YTD | +15.3% | 0.0% | +15.3% | +13.8% |
| 1Y | +31.0% | -10.3% | +41.3% | +31.2% |
| 3Y | +45.4% | +32.4% | +13.0% | +32.7% |
| 5Y | +54.7% | -77.9% | +132.6% | +56.5% |
| All | +94.2% | +80.0% | +14.2% | +55.3% |
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