-6.7%
NOC vs DOCU
+10.1%
-16.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.6% | -0.1% |
| 7D | -5.8% | -5.5% | -0.3% | -6.1% |
| 30D | +10.9% | +12.6% | -1.8% | +11.8% |
| 3M | -7.1% | +36.4% | -43.5% | -4.6% |
| 6M | -5.3% | +66.8% | -72.1% | -0.5% |
| YTD | -6.8% | +13.5% | -20.3% | -7.6% |
| 1Y | -6.7% | +11.3% | -18.0% | -7.4% |
| All | -6.7% | +10.1% | -16.8% | -7.4% |
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 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