+220.6%
LOW vs DOCU
+111.8%
+108.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.2% | +7.3% | +7.5% |
| 7D | +15.6% | -3.7% | +19.3% | +16.3% |
| 30D | +28.6% | +15.0% | +13.6% | +25.7% |
| 3M | +5.8% | +39.9% | -34.1% | 0.0% |
| 6M | +3.8% | +66.2% | -62.3% | -5.1% |
| YTD | -2.8% | +17.7% | -20.5% | -6.7% |
| 1Y | -1.4% | +13.7% | -15.1% | -5.0% |
| 3Y | +25.0% | +95.9% | -70.9% | +6.0% |
| 5Y | +6.6% | -71.7% | +78.2% | +12.9% |
| All | +220.6% | +111.8% | +108.8% | +107.0% |
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 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