+35.5%
ICE vs DOCU
-71.0%
+106.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | -0.8% |
| 7D | +2.0% | -5.5% | +7.6% | +2.7% |
| 30D | +12.9% | +12.6% | +0.3% | +11.3% |
| 3M | +15.4% | +36.4% | -21.0% | +11.1% |
| 6M | +13.1% | +66.8% | -53.7% | +5.9% |
| YTD | +7.5% | +13.5% | -6.0% | +4.7% |
| 1Y | +18.3% | +11.3% | +7.0% | +15.4% |
| 3Y | +65.9% | +92.1% | -26.2% | +46.1% |
| All | +35.5% | -71.0% | +106.6% | +29.5% |
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 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