+186.6%
KO vs DOCU
+107.7%
+78.9%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | 0.0% |
| 7D | +3.1% | -3.2% | +6.3% | +3.2% |
| 30D | +11.1% | +15.7% | -4.6% | +10.8% |
| 3M | +10.9% | +37.3% | -26.4% | +10.2% |
| 6M | +23.5% | +63.1% | -39.6% | +22.3% |
| YTD | +39.6% | +15.4% | +24.2% | +39.1% |
| 1Y | +43.4% | +11.3% | +32.1% | +43.0% |
| 3Y | +83.9% | +92.1% | -8.1% | +79.2% |
| 5Y | +95.0% | -70.5% | +165.5% | +93.4% |
| All | +186.6% | +107.7% | +78.9% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling