+181.8%
IR vs DOCU
+104.2%
+77.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.7% | +3.1% | +1.6% |
| 7D | +3.7% | -5.5% | +9.2% | +4.5% |
| 30D | +7.4% | +12.6% | -5.2% | +5.4% |
| 3M | -5.9% | +36.4% | -42.3% | -10.6% |
| 6M | +5.6% | +66.8% | -61.2% | -3.3% |
| YTD | +4.8% | +13.5% | -8.6% | +1.2% |
| 1Y | +6.9% | +11.3% | -4.4% | +3.4% |
| 3Y | +27.6% | +92.1% | -64.5% | +9.6% |
| 5Y | +45.8% | -71.0% | +116.8% | +51.1% |
| All | +181.8% | +104.2% | +77.6% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling