+14.4%
FIX vs DOCU
+11.6%
+2.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.3% | -15.0% |
| 7D | -18.9% | -3.7% | -15.2% | -19.9% |
| 30D | -36.3% | +15.0% | -51.2% | -32.9% |
| 3M | -38.5% | +39.9% | -78.4% | -30.6% |
| 6M | -42.3% | +66.2% | -108.4% | -30.0% |
| YTD | +17.1% | +17.7% | -0.6% | +39.2% |
| 1Y | +14.4% | +13.7% | +0.7% | +37.9% |
| All | +14.4% | +11.6% | +2.8% | +37.9% |
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 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