+0.7%
LYB vs DOCU
+71.3%
-70.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.9% | +6.6% | +2.1% |
| 7D | -0.9% | +0.7% | -1.6% | -1.0% |
| 30D | +9.5% | +8.0% | +1.5% | +8.6% |
| 3M | +1.3% | +41.0% | -39.7% | -2.2% |
| 6M | -1.7% | +33.7% | -35.4% | -4.9% |
| YTD | +54.1% | -4.9% | +59.0% | +53.6% |
| 1Y | +25.7% | -20.4% | +46.1% | +27.1% |
| 3Y | -20.9% | +29.6% | -50.6% | -24.6% |
| 5Y | -1.5% | -76.9% | +75.4% | +1.0% |
| All | +0.7% | +71.3% | -70.6% | -26.4% |
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