-0.4%
PL vs DOCU
+11.6%
-12.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -11.7% | -3.7% | -8.0% | -12.0% |
| 30D | -27.1% | +15.0% | -42.1% | -26.3% |
| 3M | -44.6% | +39.9% | -84.5% | -43.4% |
| 6M | -67.2% | +66.2% | -133.3% | -65.6% |
| YTD | -35.9% | +17.7% | -53.5% | -21.7% |
| 1Y | -0.4% | +13.7% | -14.1% | +25.4% |
| All | -0.4% | +11.6% | -12.0% | +25.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling