-11.1%
LUV vs DOCU
-78.0%
+66.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.7% | -1.4% | +1.7% |
| 7D | +0.4% | +6.9% | -6.5% | -0.7% |
| 30D | -18.4% | +19.0% | -37.4% | -20.9% |
| 3M | -3.2% | +34.3% | -37.5% | -8.4% |
| 6M | -14.8% | +48.0% | -62.9% | -21.2% |
| YTD | -2.9% | 0.0% | -2.9% | -4.1% |
| 1Y | +29.6% | -10.3% | +39.9% | +29.9% |
| 3Y | +35.2% | +32.4% | +2.8% | +22.2% |
| All | -11.1% | -78.0% | +66.9% | -12.7% |
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