+109.3%
RF vs DOCU
+91.1%
+18.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.7% |
| 3M | -10.0% | +37.3% | -47.3% | -14.5% |
| 6M | +3.3% | +63.1% | -59.8% | -5.0% |
| YTD | +7.9% | +15.4% | -7.4% | +4.8% |
| 1Y | +21.2% | +11.3% | +9.9% | +18.4% |
| All | +109.3% | +91.1% | +18.2% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling