+136.4%
NUE vs DOCU
-71.8%
+208.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | -10.2% | -4.8% | -5.5% | -9.6% |
| 30D | -0.4% | +9.4% | -9.8% | -1.7% |
| 3M | -8.4% | +29.0% | -37.4% | -11.8% |
| 6M | +10.1% | +62.3% | -52.2% | +2.1% |
| YTD | +54.1% | +13.7% | +40.4% | +49.6% |
| 1Y | +74.7% | +11.5% | +63.2% | +69.9% |
| 3Y | +72.0% | +94.2% | -22.2% | +49.7% |
| 5Y | +136.4% | -71.7% | +208.1% | +109.1% |
| All | +136.4% | -71.8% | +208.1% | +109.1% |
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