+21.3%
NOK vs DOCU
+11.6%
+9.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -10.4% | -3.7% | -6.7% | -10.7% |
| 30D | -19.0% | +15.0% | -34.0% | -18.2% |
| 3M | -16.7% | +39.9% | -56.6% | -15.8% |
| 6M | -37.1% | +66.2% | -103.3% | -36.2% |
| YTD | +27.7% | +17.7% | +10.0% | +40.9% |
| 1Y | +21.3% | +13.7% | +7.6% | +34.9% |
| All | +21.3% | +11.6% | +9.7% | +34.9% |
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