+166.5%
NEE vs DOCU
+107.7%
+58.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.7% | -0.1% |
| 7D | +7.4% | -3.2% | +10.7% | +7.6% |
| 30D | +13.3% | +15.7% | -2.4% | +12.3% |
| 3M | +3.5% | +37.3% | -33.8% | +1.4% |
| 6M | -7.0% | +63.1% | -70.1% | -10.1% |
| YTD | +12.3% | +15.4% | -3.1% | +10.9% |
| 1Y | +10.5% | +11.3% | -0.8% | +9.3% |
| 3Y | +62.5% | +92.1% | -29.6% | +50.2% |
| 5Y | +18.0% | -70.5% | +88.5% | +19.5% |
| All | +166.5% | +107.7% | +58.8% | +157.5% |
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