+76.7%
OXY vs DOCU
-71.0%
+147.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.2% |
| 7D | -11.9% | -5.5% | -6.4% | -11.5% |
| 30D | -3.1% | +12.6% | -15.8% | -4.1% |
| 3M | +1.1% | +36.4% | -35.3% | -1.6% |
| 6M | +3.2% | +66.8% | -63.6% | -1.5% |
| YTD | +39.0% | +13.5% | +25.6% | +36.8% |
| 1Y | +42.7% | +11.3% | +31.4% | +40.5% |
| 3Y | -3.5% | +92.1% | -95.6% | -11.7% |
| All | +76.7% | -71.0% | +147.8% | +74.3% |
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