+401.7%
PBR vs DOCU
+80.0%
+321.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -2.1% |
| 7D | +8.6% | +6.9% | +1.7% | +8.1% |
| 30D | +12.8% | +19.0% | -6.2% | +11.4% |
| 3M | +14.7% | +34.3% | -19.6% | +12.1% |
| 6M | +25.2% | +48.0% | -22.8% | +21.3% |
| YTD | +77.1% | 0.0% | +77.1% | +76.2% |
| 1Y | +69.6% | -10.3% | +79.8% | +69.8% |
| 3Y | +95.6% | +32.4% | +63.2% | +86.9% |
| 5Y | +501.8% | -77.9% | +579.7% | +561.7% |
| All | +401.7% | +80.0% | +321.7% | +322.7% |
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