+122.2%
GLD vs DOCU
-71.6%
+193.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.3% | -3.7% | +3.4% | -0.3% |
| 30D | -1.9% | +15.0% | -16.8% | -1.8% |
| 3M | -0.4% | +39.9% | -40.3% | -0.4% |
| 6M | -10.2% | +66.2% | -76.3% | -10.1% |
| YTD | -6.0% | +17.7% | -23.7% | -5.8% |
| 1Y | +2.8% | +13.7% | -10.9% | +3.1% |
| 3Y | +101.6% | +95.9% | +5.7% | +101.2% |
| 5Y | +122.2% | -71.7% | +193.8% | +115.8% |
| All | +122.2% | -71.6% | +193.8% | +115.8% |
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 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