+96.6%
NOC vs DOCU
+112.5%
-15.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.5% | +0.2% |
| 7D | +4.8% | +4.1% | +0.8% | +4.8% |
| 30D | +11.0% | +7.4% | +3.7% | +10.9% |
| 3M | -3.8% | +26.0% | -29.8% | -4.3% |
| 6M | +0.6% | +79.2% | -78.5% | -0.7% |
| YTD | -2.3% | +18.1% | -20.4% | -2.7% |
| 1Y | +0.3% | +20.5% | -20.3% | -0.3% |
| 3Y | +24.6% | +96.4% | -71.8% | +20.7% |
| 5Y | +66.0% | -69.5% | +135.5% | +72.3% |
| All | +96.6% | +112.5% | -15.9% | +39.8% |
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