+496.0%
PBR vs DOCU
-78.0%
+574.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.0% |
| 7D | +8.6% | +6.9% | +1.7% | +8.4% |
| 30D | +12.8% | +19.0% | -6.2% | +12.3% |
| 3M | +14.7% | +34.3% | -19.6% | +13.7% |
| 6M | +25.2% | +48.0% | -22.8% | +23.7% |
| YTD | +77.1% | 0.0% | +77.1% | +77.1% |
| 1Y | +69.6% | -10.3% | +79.8% | +70.1% |
| 3Y | +95.6% | +32.4% | +63.2% | +93.0% |
| All | +496.0% | -78.0% | +574.0% | +508.4% |
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