+87.6%
NOC vs DOCU
+111.8%
-24.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.5% |
| 7D | -5.0% | -3.7% | -1.3% | -4.9% |
| 30D | +10.3% | +15.0% | -4.6% | +10.0% |
| 3M | -4.3% | +39.9% | -44.2% | -5.0% |
| 6M | -6.5% | +66.2% | -72.7% | -7.6% |
| YTD | -6.7% | +17.7% | -24.4% | -7.2% |
| 1Y | -7.5% | +13.7% | -21.2% | -7.8% |
| 3Y | +17.4% | +95.9% | -78.5% | +13.7% |
| 5Y | +59.7% | -71.7% | +131.4% | +66.7% |
| All | +87.6% | +111.8% | -24.2% | +33.4% |
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 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