+48.7%
KRE vs DOCU
+111.8%
-63.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | +2.8% | -3.7% | +6.5% | +3.2% |
| 30D | +5.3% | +15.0% | -9.6% | +3.6% |
| 3M | -4.2% | +39.9% | -44.1% | -8.2% |
| 6M | +8.7% | +66.2% | -57.5% | +1.7% |
| YTD | +16.4% | +17.7% | -1.3% | +12.9% |
| 1Y | +26.9% | +13.7% | +13.2% | +23.5% |
| 3Y | +84.3% | +95.9% | -11.6% | +66.6% |
| 5Y | +15.2% | -71.7% | +86.9% | +12.3% |
| All | +48.7% | +111.8% | -63.1% | +10.5% |
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