+87.9%
GM vs DOCU
-78.0%
+165.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.1% |
| 7D | +1.9% | +6.9% | -5.0% | +0.6% |
| 30D | -1.4% | +19.0% | -20.4% | -4.9% |
| 3M | +5.9% | +34.3% | -28.4% | -0.6% |
| 6M | +12.4% | +48.0% | -35.6% | +2.6% |
| YTD | +8.6% | 0.0% | +8.6% | +7.0% |
| 1Y | +52.6% | -10.3% | +62.9% | +53.0% |
| 3Y | +169.7% | +32.4% | +137.3% | +134.9% |
| All | +87.9% | -78.0% | +165.9% | +83.2% |
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