+33.0%
KRE vs DOCU
-78.0%
+110.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.7% | -3.2% | -0.1% |
| 7D | +1.3% | +6.9% | -5.6% | +0.2% |
| 30D | -2.7% | +19.0% | -21.7% | -5.7% |
| 3M | +8.2% | +34.3% | -26.1% | +2.4% |
| 6M | +12.8% | +48.0% | -35.2% | +4.4% |
| YTD | +17.5% | 0.0% | +17.5% | +15.9% |
| 1Y | +16.6% | -10.3% | +26.9% | +16.7% |
| 3Y | +79.5% | +32.4% | +47.1% | +63.3% |
| All | +33.0% | -78.0% | +110.9% | +33.8% |
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