+43.7%
RF vs DOCU
-71.9%
+115.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.0% | -0.2% | -1.8% |
| 7D | -1.6% | -3.2% | +1.6% | -1.1% |
| 30D | +5.0% | +15.7% | -10.7% | +2.5% |
| 3M | -10.0% | +37.3% | -47.3% | -14.9% |
| 6M | +3.3% | +63.1% | -59.8% | -5.7% |
| YTD | +7.9% | +15.4% | -7.4% | +3.8% |
| 1Y | +21.2% | +11.3% | +9.9% | +17.2% |
| 3Y | +105.8% | +92.1% | +13.7% | +75.6% |
| 5Y | +43.7% | -70.5% | +114.2% | +42.3% |
| All | +43.7% | -71.9% | +115.6% | +42.3% |
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