+86.7%
NOK vs DOCU
-78.0%
+164.7%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.7% | -1.0% | +2.2% |
| 7D | -1.8% | +6.9% | -8.7% | -2.6% |
| 30D | +4.7% | +19.0% | -14.3% | +2.1% |
| 3M | -39.7% | +34.3% | -73.9% | -42.4% |
| 6M | +23.1% | +48.0% | -24.9% | +15.3% |
| YTD | +55.0% | 0.0% | +55.0% | +53.6% |
| 1Y | +118.0% | -10.3% | +128.3% | +118.5% |
| 3Y | +170.5% | +32.4% | +138.1% | +144.1% |
| All | +86.7% | -78.0% | +164.7% | +92.1% |
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