+5.6%
LOW vs DOCU
-71.0%
+76.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.5% | -0.9% |
| 7D | +7.4% | -5.5% | +13.0% | +8.3% |
| 30D | +24.5% | +12.6% | +11.8% | +22.2% |
| 3M | +3.5% | +36.4% | -32.9% | -1.5% |
| 6M | -2.6% | +66.8% | -69.4% | -10.5% |
| YTD | -4.8% | +13.5% | -18.3% | -7.8% |
| 1Y | -0.8% | +11.3% | -12.1% | -3.8% |
| 3Y | +22.8% | +92.1% | -69.2% | +4.7% |
| All | +5.6% | -71.0% | +76.7% | +0.1% |
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