+196.8%
GLD vs DOCU
+104.2%
+92.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | +4.7% | -5.5% | +10.3% | +4.7% |
| 30D | -0.9% | +12.6% | -13.5% | -1.0% |
| 3M | -4.4% | +36.4% | -40.8% | -4.6% |
| 6M | -13.6% | +66.8% | -80.4% | -13.8% |
| YTD | -6.0% | +13.5% | -19.5% | -6.0% |
| 1Y | +1.8% | +11.3% | -9.5% | +1.8% |
| 3Y | +103.2% | +92.1% | +11.1% | +101.5% |
| 5Y | +119.3% | -71.0% | +190.3% | +119.8% |
| All | +196.8% | +104.2% | +92.6% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling