+452.2%
GOOG vs DOCU
+107.7%
+344.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.5% |
| 7D | -0.2% | -3.2% | +3.0% | +0.5% |
| 30D | -18.2% | +15.7% | -33.9% | -20.7% |
| 3M | -21.7% | +37.3% | -59.0% | -27.1% |
| 6M | -26.6% | +63.1% | -89.7% | -34.5% |
| YTD | -10.0% | +15.4% | -25.4% | -14.4% |
| 1Y | -0.8% | +11.3% | -12.1% | -5.1% |
| 3Y | +118.2% | +92.1% | +26.1% | +75.5% |
| 5Y | +90.6% | -70.5% | +161.1% | +105.7% |
| All | +452.2% | +107.7% | +344.5% | +257.6% |
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