+371.2%
NUE vs DOCU
+107.7%
+263.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.0% | -6.3% | -8.1% |
| 7D | -10.8% | -3.2% | -7.5% | -10.4% |
| 30D | -2.1% | +15.7% | -17.8% | -3.9% |
| 3M | -10.4% | +37.3% | -47.6% | -14.0% |
| 6M | +6.4% | +63.1% | -56.7% | -0.4% |
| YTD | +51.9% | +15.4% | +36.5% | +47.5% |
| 1Y | +71.1% | +11.3% | +59.8% | +66.9% |
| 3Y | +68.2% | +92.1% | -23.8% | +50.3% |
| 5Y | +135.5% | -70.5% | +206.0% | +135.3% |
| All | +371.2% | +107.7% | +263.5% | +245.0% |
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 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