+1.5%
LUV vs DOCU
-71.6%
+73.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | +6.6% | -3.4% | +10.0% | +7.2% |
| 30D | +11.2% | +9.3% | +1.9% | +9.5% |
| 3M | +3.6% | +30.2% | -26.6% | -1.3% |
| 6M | +13.1% | +62.1% | -49.0% | +3.1% |
| YTD | +13.6% | +13.5% | 0.0% | +9.5% |
| 1Y | +44.4% | +11.5% | +32.9% | +39.3% |
| 3Y | +113.2% | +89.5% | +23.7% | +79.8% |
| 5Y | +1.5% | -69.6% | +71.2% | +0.9% |
| All | +1.5% | -71.6% | +73.2% | +0.9% |
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