+109.1%
RF vs DOCU
+107.7%
+1.4%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.9% |
| 7D | -1.6% | -3.2% | +1.6% | -1.2% |
| 30D | +5.0% | +15.7% | -10.7% | +3.2% |
| 3M | -10.0% | +37.3% | -47.3% | -13.6% |
| 6M | +3.3% | +63.1% | -59.8% | -3.3% |
| YTD | +7.9% | +15.4% | -7.4% | +4.9% |
| 1Y | +21.2% | +11.3% | +9.9% | +18.2% |
| 3Y | +105.8% | +92.1% | +13.7% | +85.5% |
| 5Y | +43.7% | -70.5% | +114.2% | +41.6% |
| All | +109.1% | +107.7% | +1.4% | +48.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling