+45.5%
NOK vs DOCU
-71.0%
+116.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.3% | +2.9% |
| 7D | -10.5% | -5.5% | -5.0% | -9.9% |
| 30D | -27.9% | +12.6% | -40.5% | -29.0% |
| 3M | -18.8% | +36.4% | -55.2% | -22.4% |
| 6M | -41.9% | +66.8% | -108.7% | -46.4% |
| YTD | +18.4% | +13.5% | +4.9% | +15.0% |
| 1Y | +10.9% | +11.3% | -0.4% | +7.9% |
| 3Y | +137.9% | +92.1% | +45.8% | +101.7% |
| All | +45.5% | -71.0% | +116.5% | +40.5% |
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