+3,762.6%
FIX vs DOCU
+80.0%
+3,682.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.5% |
| 7D | +6.0% | +6.9% | -0.9% | +5.2% |
| 30D | -7.2% | +19.0% | -26.2% | -9.3% |
| 3M | -15.9% | +34.3% | -50.1% | -19.4% |
| 6M | +12.7% | +48.0% | -35.3% | +5.7% |
| YTD | +72.8% | 0.0% | +72.8% | +70.5% |
| 1Y | +122.9% | -10.3% | +133.2% | +122.7% |
| 3Y | +774.3% | +32.4% | +741.9% | +715.2% |
| 5Y | +2,049.5% | -77.9% | +2,127.4% | +2,199.7% |
| All | +3,762.6% | +80.0% | +3,682.6% | +2,599.6% |
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