-0.1%
NOC vs DOCU
+15.6%
-15.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.5% | +1.6% | +3.0% | +4.6% |
| 30D | +14.1% | +10.8% | +3.2% | +14.9% |
| 3M | -4.5% | +38.0% | -42.4% | -2.0% |
| 6M | -0.8% | +77.4% | -78.2% | +4.7% |
| YTD | -2.5% | +17.2% | -19.7% | -3.0% |
| 1Y | -0.1% | +15.6% | -15.7% | -0.5% |
| All | -0.1% | +15.6% | -15.6% | -0.5% |
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