+9.8%
LOW vs DOCU
-78.0%
+87.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.7% | -2.4% | +0.7% |
| 7D | -1.7% | +6.9% | -8.6% | -2.7% |
| 30D | -7.0% | +19.0% | -26.0% | -9.6% |
| 3M | -0.9% | +34.3% | -35.2% | -5.5% |
| 6M | -20.1% | +48.0% | -68.1% | -25.4% |
| YTD | -13.9% | 0.0% | -13.9% | -14.9% |
| 1Y | -21.1% | -10.3% | -10.9% | -21.0% |
| 3Y | -6.6% | +32.4% | -39.0% | -15.3% |
| All | +9.8% | -78.0% | +87.8% | +9.0% |
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