+52.4%
GEV vs DOCU
+11.6%
+40.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.2% | -9.5% | -9.2% |
| 7D | -5.1% | -3.7% | -1.4% | -6.2% |
| 30D | -15.8% | +15.0% | -30.8% | -12.1% |
| 3M | -18.2% | +39.9% | -58.1% | -9.5% |
| 6M | -22.4% | +66.2% | -88.5% | -8.6% |
| YTD | +27.7% | +17.7% | +10.0% | +43.7% |
| 1Y | +52.4% | +13.7% | +38.7% | +72.4% |
| All | +52.4% | +11.6% | +40.8% | +72.4% |
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 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