+62.3%
NOK vs DOCU
-69.1%
+131.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +11.0% | +1.6% | +9.4% | +10.8% |
| 30D | -16.0% | +10.8% | -26.9% | -17.2% |
| 3M | -19.8% | +38.0% | -57.7% | -23.4% |
| 6M | -37.1% | +77.4% | -114.5% | -42.4% |
| YTD | +28.0% | +17.2% | +10.8% | +23.8% |
| 1Y | +17.9% | +15.6% | +2.4% | +14.3% |
| 3Y | +152.7% | +95.6% | +57.1% | +114.0% |
| 5Y | +62.3% | -69.7% | +132.0% | +55.4% |
| All | +62.3% | -69.1% | +131.3% | +55.4% |
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 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