+83.9%
NOC vs DOCU
+80.0%
+3.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.6% |
| 7D | -5.2% | +6.9% | -12.1% | -5.3% |
| 30D | -7.2% | +19.0% | -26.2% | -7.6% |
| 3M | -5.1% | +34.3% | -39.4% | -5.7% |
| 6M | -31.1% | +48.0% | -79.1% | -31.7% |
| YTD | -8.6% | 0.0% | -8.6% | -8.7% |
| 1Y | -9.7% | -10.3% | +0.5% | -9.6% |
| 3Y | +24.3% | +32.4% | -8.1% | +21.8% |
| 5Y | +52.6% | -77.9% | +130.6% | +60.9% |
| All | +83.9% | +80.0% | +3.9% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling