+223.9%
PR vs DOCU
-71.9%
+295.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.0% | -2.9% | -4.6% |
| 7D | -16.5% | -3.2% | -13.3% | -16.1% |
| 30D | -4.5% | +15.7% | -20.2% | -6.8% |
| 3M | +8.5% | +37.3% | -28.7% | +2.9% |
| 6M | -3.3% | +63.1% | -66.5% | -11.4% |
| YTD | +55.7% | +15.4% | +40.3% | +50.1% |
| 1Y | +82.0% | +11.3% | +70.7% | +76.2% |
| 3Y | +62.5% | +92.1% | -29.6% | +37.2% |
| 5Y | +223.9% | -70.5% | +294.4% | +227.2% |
| All | +223.9% | -71.9% | +295.8% | +227.2% |
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