+78.5%
QQQ vs DOCU
-71.6%
+150.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.5% | -3.4% | +1.8% | -0.9% |
| 30D | -10.2% | +9.3% | -19.4% | -11.9% |
| 3M | -6.3% | +30.2% | -36.5% | -11.7% |
| 6M | -4.9% | +62.1% | -67.1% | -15.1% |
| YTD | +10.2% | +13.5% | -3.3% | +5.3% |
| 1Y | +8.8% | +11.5% | -2.7% | +4.2% |
| 3Y | +81.4% | +89.5% | -8.1% | +46.7% |
| 5Y | +78.5% | -69.6% | +148.1% | +73.7% |
| All | +78.5% | -71.6% | +150.1% | +73.7% |
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