+136.6%
NI vs DOCU
+104.2%
+32.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.6% |
| 7D | -0.9% | -5.5% | +4.6% | -0.8% |
| 30D | +9.6% | +12.6% | -3.0% | +9.3% |
| 3M | +2.5% | +36.4% | -33.9% | +1.5% |
| 6M | -5.8% | +66.8% | -72.6% | -7.4% |
| YTD | +8.6% | +13.5% | -4.9% | +8.0% |
| 1Y | +6.0% | +11.3% | -5.3% | +5.5% |
| 3Y | +91.0% | +92.1% | -1.0% | +85.5% |
| 5Y | +104.8% | -71.0% | +175.8% | +102.5% |
| All | +136.6% | +104.2% | +32.4% | +108.3% |
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