+41.9%
GM vs DOCU
-69.1%
+111.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.4% | +1.6% | -5.0% | -3.7% |
| 30D | +2.7% | +10.8% | -8.2% | +0.4% |
| 3M | -0.4% | +38.0% | -38.3% | -7.0% |
| 6M | +13.3% | +77.4% | -64.1% | -0.1% |
| YTD | +6.8% | +17.2% | -10.4% | +1.6% |
| 1Y | +21.1% | +15.6% | +5.5% | +15.4% |
| 3Y | +231.0% | +95.6% | +135.5% | +162.6% |
| 5Y | +41.9% | -69.7% | +111.6% | +31.4% |
| All | +41.9% | -69.1% | +111.0% | +31.4% |
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 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