+145.0%
NUE vs DOCU
-78.0%
+223.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.0% |
| 7D | +4.2% | +6.9% | -2.7% | +3.3% |
| 30D | -5.0% | +19.0% | -24.0% | -7.4% |
| 3M | -0.2% | +34.3% | -34.5% | -4.7% |
| 6M | +49.1% | +48.0% | +1.1% | +39.8% |
| YTD | +61.0% | 0.0% | +61.0% | +59.2% |
| 1Y | +82.5% | -10.3% | +92.8% | +82.9% |
| 3Y | +57.9% | +32.4% | +25.5% | +45.2% |
| All | +145.0% | -78.0% | +223.0% | +144.0% |
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