+122.9%
FIX vs DOCU
-9.0%
+131.9%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +2.9% |
| 7D | +6.0% | +6.9% | -0.9% | +7.9% |
| 30D | -7.2% | +19.0% | -26.2% | -2.5% |
| 3M | -15.9% | +34.3% | -50.1% | -7.5% |
| 6M | +12.7% | +48.0% | -35.3% | +26.4% |
| YTD | +72.8% | 0.0% | +72.8% | +90.8% |
| 1Y | +122.9% | -10.3% | +133.2% | +144.8% |
| All | +122.9% | -9.0% | +131.9% | +144.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling