+369.8%
NUE vs DOCU
+104.2%
+265.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | -0.1% |
| 7D | -10.6% | -5.5% | -5.0% | -9.9% |
| 30D | -0.6% | +12.6% | -13.2% | -2.1% |
| 3M | -9.7% | +36.4% | -46.1% | -13.3% |
| 6M | +5.1% | +66.8% | -61.7% | -1.9% |
| YTD | +51.4% | +13.5% | +38.0% | +47.4% |
| 1Y | +71.3% | +11.3% | +60.0% | +67.0% |
| 3Y | +66.8% | +92.1% | -25.2% | +49.1% |
| 5Y | +134.8% | -71.0% | +205.8% | +135.1% |
| All | +369.8% | +104.2% | +265.6% | +244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling