+142.7%
NI vs DOCU
+111.8%
+30.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.9% | -3.7% | +7.6% | +4.0% |
| 30D | +15.3% | +15.0% | +0.3% | +14.8% |
| 3M | +2.4% | +39.9% | -37.5% | +1.4% |
| 6M | -4.5% | +66.2% | -70.7% | -6.1% |
| YTD | +11.4% | +17.7% | -6.3% | +10.7% |
| 1Y | +8.5% | +13.7% | -5.2% | +7.9% |
| 3Y | +92.7% | +95.9% | -3.2% | +87.0% |
| 5Y | +112.1% | -71.7% | +183.7% | +109.8% |
| All | +142.7% | +111.8% | +30.9% | +113.4% |
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