+120.3%
NI vs DOCU
+80.0%
+40.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -0.7% |
| 7D | +2.0% | +6.9% | -4.9% | +1.8% |
| 30D | -3.5% | +19.0% | -22.5% | -4.0% |
| 3M | -9.1% | +34.3% | -43.4% | -10.0% |
| 6M | -11.8% | +48.0% | -59.9% | -13.1% |
| YTD | +1.1% | 0.0% | +1.1% | +0.9% |
| 1Y | +6.7% | -10.3% | +17.0% | +6.9% |
| 3Y | +71.1% | +32.4% | +38.7% | +67.9% |
| 5Y | +94.3% | -77.9% | +172.2% | +93.5% |
| All | +120.3% | +80.0% | +40.3% | +94.7% |
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 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