-7.5%
NOC vs DOCU
+11.6%
-19.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.0% | -3.7% | -1.3% | -5.2% |
| 30D | +10.3% | +15.0% | -4.6% | +11.4% |
| 3M | -4.3% | +39.9% | -44.2% | -1.7% |
| 6M | -6.5% | +66.2% | -72.7% | -2.0% |
| YTD | -6.7% | +17.7% | -24.4% | -7.4% |
| 1Y | -7.5% | +13.7% | -21.2% | -7.9% |
| All | -7.5% | +11.6% | -19.1% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling