+186.4%
KO vs DOCU
+104.2%
+82.2%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | 0.0% |
| 7D | +1.7% | -5.5% | +7.2% | +1.8% |
| 30D | +11.5% | +12.6% | -1.2% | +11.2% |
| 3M | +10.8% | +36.4% | -25.6% | +10.2% |
| 6M | +22.3% | +66.8% | -44.5% | +21.1% |
| YTD | +39.5% | +13.5% | +26.0% | +39.1% |
| 1Y | +42.2% | +11.3% | +30.9% | +41.8% |
| 3Y | +83.1% | +92.1% | -9.0% | +78.3% |
| 5Y | +94.8% | -71.0% | +165.8% | +93.3% |
| All | +186.4% | +104.2% | +82.2% | +161.3% |
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 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