+208.0%
ORCL vs DOCU
+111.8%
+96.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.2% | -2.1% | -2.0% |
| 7D | -14.4% | -3.7% | -10.7% | -13.9% |
| 30D | -12.8% | +15.0% | -27.8% | -14.9% |
| 3M | -14.8% | +39.9% | -54.7% | -19.8% |
| 6M | -30.9% | +66.2% | -97.0% | -37.0% |
| YTD | -35.7% | +17.7% | -53.4% | -38.3% |
| 1Y | -49.5% | +13.7% | -63.2% | -51.4% |
| 3Y | +18.6% | +95.9% | -77.3% | +3.5% |
| 5Y | +38.4% | -71.7% | +110.1% | +46.3% |
| All | +208.0% | +111.8% | +96.2% | +118.7% |
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