-6.4%
NOC vs DOCU
+11.4%
-17.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | -0.1% |
| 7D | -6.6% | -3.2% | -3.4% | -6.8% |
| 30D | +8.7% | +15.7% | -7.0% | +9.8% |
| 3M | -5.4% | +37.3% | -42.6% | -2.8% |
| 6M | -5.1% | +63.1% | -68.3% | -0.6% |
| YTD | -6.8% | +15.4% | -22.1% | -7.5% |
| 1Y | -6.4% | +11.3% | -17.7% | -6.9% |
| All | -6.4% | +11.4% | -17.8% | -6.9% |
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