+48.2%
IR vs DOCU
-71.6%
+119.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +11.6% | -3.7% | +15.3% | +12.2% |
| 30D | +7.2% | +15.0% | -7.8% | +4.6% |
| 3M | -5.9% | +39.9% | -45.8% | -11.3% |
| 6M | +11.5% | +66.2% | -54.7% | +1.4% |
| YTD | +6.3% | +17.7% | -11.4% | +2.0% |
| 1Y | +9.1% | +13.7% | -4.6% | +5.2% |
| 3Y | +29.2% | +95.9% | -66.7% | +8.1% |
| 5Y | +48.2% | -71.7% | +119.8% | +44.3% |
| All | +48.2% | -71.6% | +119.7% | +44.3% |
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