+83.4%
KO vs DOCU
-78.0%
+161.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -0.9% |
| 7D | -1.8% | +6.9% | -8.7% | -1.9% |
| 30D | +1.4% | +19.0% | -17.6% | +1.1% |
| 3M | +15.4% | +34.3% | -18.9% | +14.8% |
| 6M | +14.3% | +48.0% | -33.7% | +13.5% |
| YTD | +27.7% | 0.0% | +27.6% | +27.7% |
| 1Y | +32.7% | -10.3% | +43.0% | +32.9% |
| 3Y | +62.2% | +32.4% | +29.8% | +58.8% |
| All | +83.4% | -78.0% | +161.4% | +73.8% |
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