+96.8%
NOC vs DOCU
+110.9%
-14.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | +0.4% |
| 7D | +4.9% | -0.4% | +5.3% | +4.9% |
| 30D | +13.6% | +12.9% | +0.7% | +13.3% |
| 3M | -3.9% | +35.1% | -38.9% | -4.5% |
| 6M | +1.4% | +76.2% | -74.8% | +0.1% |
| YTD | -2.2% | +17.2% | -19.4% | -2.6% |
| 1Y | -1.2% | +16.4% | -17.6% | -1.6% |
| 3Y | +25.0% | +95.6% | -70.6% | +21.1% |
| 5Y | +66.0% | -68.5% | +134.5% | +71.9% |
| All | +96.8% | +110.9% | -14.1% | +39.9% |
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 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