+29.4%
IR vs DOCU
+94.9%
-65.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +11.6% | -3.7% | +15.3% | +11.9% |
| 30D | +7.2% | +15.0% | -7.8% | +5.5% |
| 3M | -5.9% | +39.9% | -45.8% | -9.3% |
| 6M | +11.5% | +66.2% | -54.7% | +5.0% |
| YTD | +6.3% | +17.7% | -11.4% | +4.8% |
| 1Y | +9.1% | +13.7% | -4.6% | +8.0% |
| All | +29.4% | +94.9% | -65.5% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling