+82.3%
PL vs DOCU
-78.0%
+160.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.7% | -5.0% | -2.6% |
| 7D | -9.3% | +6.9% | -16.2% | -11.5% |
| 30D | -18.9% | +19.0% | -37.9% | -24.2% |
| 3M | -58.4% | +34.3% | -92.7% | -63.1% |
| 6M | -30.3% | +48.0% | -78.3% | -42.1% |
| YTD | -8.1% | 0.0% | -8.1% | -11.7% |
| 1Y | +180.5% | -10.3% | +190.8% | +181.2% |
| 3Y | +444.1% | +32.4% | +411.7% | +347.3% |
| All | +82.3% | -78.0% | +160.3% | +103.6% |
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