+894.6%
FIX vs DOCU
-71.9%
+966.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -2.0% | -9.6% | -11.4% |
| 7D | -27.2% | -3.2% | -24.0% | -27.0% |
| 30D | -46.9% | +15.7% | -62.6% | -47.9% |
| 3M | -44.4% | +37.3% | -81.7% | -46.8% |
| 6M | -50.9% | +63.1% | -114.0% | -54.6% |
| YTD | +3.5% | +15.4% | -11.8% | +0.5% |
| 1Y | -2.1% | +11.3% | -13.4% | -4.4% |
| 3Y | +418.7% | +92.1% | +326.7% | +356.1% |
| 5Y | +894.6% | -70.5% | +965.0% | +875.4% |
| All | +894.6% | -71.9% | +966.4% | +875.4% |
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