+43.8%
IR vs DOCU
-71.9%
+115.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.5% |
| 7D | +2.3% | -3.2% | +5.5% | +2.8% |
| 30D | +3.3% | +15.7% | -12.4% | +0.8% |
| 3M | -9.0% | +37.3% | -46.3% | -14.0% |
| 6M | +8.0% | +63.1% | -55.1% | -1.4% |
| YTD | +3.4% | +15.4% | -12.0% | -0.5% |
| 1Y | +4.5% | +11.3% | -6.8% | +1.1% |
| 3Y | +25.6% | +92.1% | -66.5% | +5.4% |
| 5Y | +43.8% | -70.5% | +114.3% | +40.0% |
| All | +43.8% | -71.9% | +115.7% | +40.0% |
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