-3.5%
IR vs DOCU
-9.0%
+5.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +1.4% |
| 7D | -2.8% | +6.9% | -9.7% | -2.6% |
| 30D | -15.1% | +19.0% | -34.1% | -14.6% |
| 3M | +6.1% | +34.3% | -28.2% | +7.3% |
| 6M | -16.8% | +48.0% | -64.8% | -15.5% |
| YTD | -3.5% | 0.0% | -3.6% | -0.4% |
| 1Y | -3.5% | -10.3% | +6.8% | +0.2% |
| All | -3.5% | -9.0% | +5.6% | +0.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling