+51.3%
PR vs DOCU
+80.0%
-28.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.1% |
| 7D | +2.9% | +6.9% | -4.0% | +2.0% |
| 30D | +18.0% | +19.0% | -1.0% | +15.0% |
| 3M | +16.9% | +34.3% | -17.4% | +11.5% |
| 6M | +28.2% | +48.0% | -19.8% | +20.2% |
| YTD | +69.3% | 0.0% | +69.3% | +67.2% |
| 1Y | +69.5% | -10.3% | +79.8% | +69.3% |
| 3Y | +81.7% | +32.4% | +49.3% | +67.2% |
| 5Y | +422.2% | -77.9% | +500.2% | +453.6% |
| All | +51.3% | +80.0% | -28.7% | +31.4% |
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 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