-38.4%
INTU vs DOCU
-78.0%
+39.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.1% | -4.6% |
| 7D | -7.1% | +6.9% | -14.0% | -9.3% |
| 30D | +1.5% | +19.0% | -17.5% | -4.6% |
| 3M | +10.7% | +34.3% | -23.6% | -0.2% |
| 6M | -23.8% | +48.0% | -71.9% | -33.2% |
| YTD | -49.3% | 0.0% | -49.3% | -49.8% |
| 1Y | -49.7% | -10.3% | -39.4% | -48.9% |
| 3Y | -38.0% | +32.4% | -70.4% | -48.0% |
| All | -38.4% | -78.0% | +39.6% | -29.3% |
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