+399.5%
NUE vs DOCU
+80.0%
+319.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.0% |
| 7D | +4.2% | +6.9% | -2.7% | +3.4% |
| 30D | -5.0% | +19.0% | -24.0% | -7.1% |
| 3M | -0.2% | +34.3% | -34.5% | -4.1% |
| 6M | +49.1% | +48.0% | +1.1% | +41.1% |
| YTD | +61.0% | 0.0% | +61.0% | +59.3% |
| 1Y | +82.5% | -10.3% | +92.8% | +82.6% |
| 3Y | +57.9% | +32.4% | +25.5% | +47.6% |
| 5Y | +146.6% | -77.9% | +224.5% | +153.9% |
| All | +399.5% | +80.0% | +319.5% | +272.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling