+56.3%
NOC vs DOCU
-71.9%
+128.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +1.9% | 0.0% |
| 7D | -6.6% | -3.2% | -3.4% | -6.6% |
| 30D | +8.7% | +15.7% | -7.0% | +8.9% |
| 3M | -5.4% | +37.3% | -42.6% | -5.0% |
| 6M | -5.1% | +63.1% | -68.3% | -4.5% |
| YTD | -6.8% | +15.4% | -22.1% | -6.3% |
| 1Y | -6.4% | +11.3% | -17.7% | -6.0% |
| 3Y | +17.3% | +92.1% | -74.7% | +17.8% |
| 5Y | +56.3% | -70.5% | +126.8% | +54.4% |
| All | +56.3% | -71.9% | +128.2% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling