+87.5%
NOC vs DOCU
+104.2%
-16.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | 0.0% |
| 7D | -5.8% | -5.5% | -0.3% | -5.7% |
| 30D | +10.9% | +12.6% | -1.8% | +10.6% |
| 3M | -7.1% | +36.4% | -43.5% | -7.7% |
| 6M | -5.3% | +66.8% | -72.1% | -6.5% |
| YTD | -6.8% | +13.5% | -20.3% | -7.1% |
| 1Y | -6.7% | +11.3% | -18.0% | -7.0% |
| 3Y | +17.2% | +92.1% | -74.9% | +13.6% |
| 5Y | +56.3% | -71.0% | +127.3% | +62.5% |
| All | +87.5% | +104.2% | -16.7% | +33.4% |
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 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