+45.0%
ICE vs DOCU
-78.0%
+123.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.7% | -5.7% | -2.4% |
| 7D | -0.7% | +6.9% | -7.5% | -1.4% |
| 30D | +7.6% | +19.0% | -11.4% | +5.3% |
| 3M | +13.9% | +34.3% | -20.4% | +9.7% |
| 6M | -2.4% | +48.0% | -50.4% | -7.4% |
| YTD | +0.3% | 0.0% | +0.2% | -0.8% |
| 1Y | -6.4% | -10.3% | +3.9% | -6.6% |
| 3Y | +43.1% | +32.4% | +10.7% | +32.0% |
| All | +45.0% | -78.0% | +123.0% | +48.0% |
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