-0.4%
LYB vs DOCU
+110.9%
-111.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +3.7% | +1.6% | +2.1% | +3.5% |
| 30D | +6.4% | +10.8% | -4.4% | +5.5% |
| 3M | +2.8% | +38.0% | -35.2% | -0.3% |
| 6M | -12.2% | +77.4% | -89.6% | -17.0% |
| YTD | +52.4% | +17.2% | +35.3% | +49.0% |
| 1Y | +56.8% | +15.6% | +41.2% | +53.4% |
| 3Y | -17.2% | +95.6% | -112.8% | -23.8% |
| 5Y | -5.6% | -69.7% | +64.1% | -5.3% |
| All | -0.4% | +110.9% | -111.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling