+46.2%
PR vs DOCU
+111.8%
-65.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.2% | -6.7% | -6.6% |
| 7D | -12.1% | -3.7% | -8.4% | -11.7% |
| 30D | +0.9% | +15.0% | -14.1% | -1.1% |
| 3M | +10.1% | +39.9% | -29.8% | +4.8% |
| 6M | +1.1% | +66.2% | -65.0% | -6.6% |
| YTD | +63.7% | +17.7% | +46.0% | +57.8% |
| 1Y | +87.0% | +13.7% | +73.3% | +81.0% |
| 3Y | +70.7% | +95.9% | -25.2% | +48.6% |
| 5Y | +246.8% | -71.7% | +318.5% | +256.0% |
| All | +46.2% | +111.8% | -65.6% | +24.1% |
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