+311.5%
NDAQ vs DOCU
+104.2%
+207.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.5% |
| 7D | +0.8% | -5.5% | +6.4% | +1.7% |
| 30D | +16.5% | +12.6% | +3.9% | +14.4% |
| 3M | +13.5% | +36.4% | -22.9% | +7.9% |
| 6M | +20.9% | +66.8% | -45.9% | +11.1% |
| YTD | +11.4% | +13.5% | -2.1% | +7.8% |
| 1Y | +25.9% | +11.3% | +14.6% | +22.1% |
| 3Y | +119.9% | +92.1% | +27.8% | +91.6% |
| 5Y | +61.7% | -71.0% | +132.7% | +68.1% |
| All | +311.5% | +104.2% | +207.3% | +228.7% |
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 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