+27.8%
PL vs DOCU
-64.3%
+92.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -11.7% | -3.7% | -8.0% | -10.7% |
| 30D | -27.1% | +15.0% | -42.1% | -30.8% |
| 3M | -44.6% | +39.9% | -84.5% | -51.2% |
| 6M | -67.2% | +66.2% | -133.3% | -73.4% |
| YTD | -35.9% | +17.7% | -53.5% | -42.0% |
| 1Y | -0.4% | +13.7% | -14.1% | -8.6% |
| 3Y | +454.8% | +95.9% | +358.9% | +298.7% |
| 5Y | +24.8% | -71.7% | +96.4% | +26.6% |
| All | +27.8% | -64.3% | +92.1% | +27.6% |
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 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