+310.4%
NDAQ vs DOCU
+107.7%
+202.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.0% | -0.7% | -2.3% |
| 7D | +1.2% | -3.2% | +4.4% | +1.7% |
| 30D | +15.8% | +15.7% | +0.1% | +13.2% |
| 3M | +13.4% | +37.3% | -23.9% | +7.6% |
| 6M | +20.9% | +63.1% | -42.3% | +11.4% |
| YTD | +11.1% | +15.4% | -4.3% | +7.3% |
| 1Y | +26.5% | +11.3% | +15.2% | +22.6% |
| 3Y | +121.5% | +92.1% | +29.4% | +93.0% |
| 5Y | +61.3% | -70.5% | +131.8% | +67.2% |
| All | +310.4% | +107.7% | +202.7% | +227.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling