+368.8%
PBR vs DOCU
+107.7%
+261.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.0% | -2.2% | -4.0% |
| 7D | -14.2% | -3.2% | -10.9% | -14.0% |
| 30D | -21.0% | +15.7% | -36.7% | -21.8% |
| 3M | +5.4% | +37.3% | -31.9% | +3.0% |
| 6M | -10.4% | +63.1% | -73.6% | -13.7% |
| YTD | +65.5% | +15.4% | +50.1% | +63.0% |
| 1Y | +61.6% | +11.3% | +50.3% | +59.5% |
| 3Y | +68.9% | +92.1% | -23.2% | +56.9% |
| 5Y | +504.5% | -70.5% | +575.0% | +545.3% |
| All | +368.8% | +107.7% | +261.1% | +290.9% |
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