+442.7%
GLW vs DOCU
+111.8%
+330.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.2% | -6.0% | -5.9% |
| 7D | -9.5% | -3.7% | -5.8% | -9.1% |
| 30D | -25.5% | +15.0% | -40.4% | -26.7% |
| 3M | -25.6% | +39.9% | -65.5% | -28.9% |
| 6M | -25.5% | +66.2% | -91.6% | -31.1% |
| YTD | +36.4% | +17.7% | +18.7% | +31.6% |
| 1Y | +40.6% | +13.7% | +26.9% | +36.3% |
| 3Y | +352.8% | +95.9% | +256.9% | +291.7% |
| 5Y | +267.1% | -71.7% | +338.7% | +290.8% |
| All | +442.7% | +111.8% | +330.8% | +268.1% |
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