-8.3%
LYB vs DOCU
-71.0%
+62.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.2% | -1.3% |
| 7D | -11.5% | -5.5% | -6.0% | -11.0% |
| 30D | +3.8% | +12.6% | -8.8% | +2.6% |
| 3M | -0.2% | +36.4% | -36.5% | -3.2% |
| 6M | -15.6% | +66.8% | -82.4% | -20.1% |
| YTD | +44.9% | +13.5% | +31.4% | +42.0% |
| 1Y | +52.3% | +11.3% | +41.0% | +49.5% |
| 3Y | -19.9% | +92.1% | -111.9% | -26.7% |
| All | -8.3% | -71.0% | +62.8% | -16.1% |
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