+90.7%
OTIS vs DOCU
+5.5%
+85.2%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.3% | +1.0% |
| 7D | -1.3% | +4.1% | -5.3% | -1.7% |
| 30D | +12.8% | +7.4% | +5.4% | +12.0% |
| 3M | +7.4% | +26.0% | -18.6% | +4.9% |
| 6M | +7.7% | +79.2% | -71.5% | +1.4% |
| YTD | -9.3% | +18.1% | -27.3% | -11.4% |
| 1Y | -12.1% | +20.5% | -32.6% | -14.5% |
| 3Y | +0.6% | +96.4% | -95.8% | -9.5% |
| 5Y | -1.1% | -69.5% | +68.4% | -2.4% |
| All | +90.7% | +5.5% | +85.2% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling