+43.9%
NOK vs DOCU
-71.9%
+115.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -2.0% | -7.7% | -9.5% |
| 7D | -19.9% | -3.2% | -16.7% | -19.6% |
| 30D | -32.0% | +15.7% | -47.7% | -33.3% |
| 3M | -22.1% | +37.3% | -59.4% | -25.7% |
| 6M | -44.4% | +63.1% | -107.5% | -48.5% |
| YTD | +15.3% | +15.4% | -0.1% | +11.8% |
| 1Y | +8.9% | +11.3% | -2.4% | +6.0% |
| 3Y | +129.7% | +92.1% | +37.6% | +94.9% |
| 5Y | +43.9% | -70.5% | +114.4% | +39.1% |
| All | +43.9% | -71.9% | +115.8% | +39.1% |
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