+169.0%
GM vs DOCU
+107.7%
+61.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.0% | -1.4% | -3.1% |
| 7D | +4.2% | -3.2% | +7.4% | +4.7% |
| 30D | +8.9% | +15.7% | -6.8% | +6.3% |
| 3M | +0.4% | +37.3% | -36.9% | -4.8% |
| 6M | +17.8% | +63.1% | -45.3% | +8.2% |
| YTD | +10.6% | +15.4% | -4.8% | +6.5% |
| 1Y | +31.0% | +11.3% | +19.7% | +26.8% |
| 3Y | +209.2% | +92.1% | +117.2% | +164.0% |
| 5Y | +59.3% | -70.5% | +129.8% | +57.9% |
| All | +169.0% | +107.7% | +61.4% | +104.5% |
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