+167.1%
NEE vs DOCU
+111.8%
+55.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.9% |
| 7D | +9.2% | -3.7% | +12.9% | +9.4% |
| 30D | +16.0% | +15.0% | +1.0% | +15.0% |
| 3M | +2.2% | +39.9% | -37.7% | 0.0% |
| 6M | -6.0% | +66.2% | -72.2% | -9.3% |
| YTD | +12.6% | +17.7% | -5.1% | +11.0% |
| 1Y | +11.4% | +13.7% | -2.3% | +10.0% |
| 3Y | +62.8% | +95.9% | -33.1% | +50.4% |
| 5Y | +19.4% | -71.7% | +91.0% | +21.2% |
| All | +167.1% | +111.8% | +55.3% | +157.8% |
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