+14.9%
O vs DOCU
-78.0%
+92.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.5% | -1.0% |
| 7D | -0.7% | +6.9% | -7.6% | -1.2% |
| 30D | -1.9% | +19.0% | -20.9% | -3.0% |
| 3M | +3.8% | +34.3% | -30.5% | +1.8% |
| 6M | -4.7% | +48.0% | -52.8% | -7.4% |
| YTD | +12.5% | 0.0% | +12.5% | +12.1% |
| 1Y | +10.8% | -10.3% | +21.1% | +11.1% |
| 3Y | +28.8% | +32.4% | -3.6% | +22.7% |
| All | +14.9% | -78.0% | +92.9% | +12.6% |
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