+2,517.7%
FIX vs DOCU
+111.8%
+2,405.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +0.2% | -15.3% | -15.1% |
| 7D | -18.9% | -3.7% | -15.2% | -18.6% |
| 30D | -36.3% | +15.0% | -51.2% | -37.4% |
| 3M | -38.5% | +39.9% | -78.4% | -41.2% |
| 6M | -42.3% | +66.2% | -108.4% | -46.5% |
| YTD | +17.1% | +17.7% | -0.6% | +13.1% |
| 1Y | +14.4% | +13.7% | +0.7% | +10.9% |
| 3Y | +486.7% | +95.9% | +390.8% | +420.1% |
| 5Y | +1,083.7% | -71.7% | +1,155.4% | +1,127.5% |
| All | +2,517.7% | +111.8% | +2,405.8% | +1,689.8% |
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 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