+67.3%
QQQ vs DOCU
-71.9%
+139.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -2.0% | -4.5% | -6.1% |
| 7D | -9.5% | -3.2% | -6.3% | -8.9% |
| 30D | -14.8% | +15.7% | -30.5% | -17.4% |
| 3M | -9.7% | +37.3% | -47.0% | -15.8% |
| 6M | -4.9% | +63.1% | -68.0% | -15.2% |
| YTD | +5.7% | +15.4% | -9.7% | +0.7% |
| 1Y | +4.3% | +11.3% | -7.0% | 0.0% |
| 3Y | +79.0% | +92.1% | -13.1% | +44.4% |
| 5Y | +67.3% | -70.5% | +137.8% | +63.0% |
| All | +67.3% | -71.9% | +139.1% | +63.0% |
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