+140.8%
OKE vs DOCU
+104.2%
+36.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.7% | +0.4% | -1.1% |
| 7D | -11.3% | -5.5% | -5.7% | -10.8% |
| 30D | -2.2% | +12.6% | -14.8% | -3.4% |
| 3M | -2.0% | +36.4% | -38.4% | -5.3% |
| 6M | +1.8% | +66.8% | -65.0% | -4.0% |
| YTD | +21.7% | +13.5% | +8.2% | +19.0% |
| 1Y | +31.9% | +11.3% | +20.6% | +29.1% |
| 3Y | +49.1% | +92.1% | -43.0% | +35.1% |
| 5Y | +71.9% | -71.0% | +142.9% | +77.0% |
| All | +140.8% | +104.2% | +36.6% | +78.7% |
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