+65.4%
SLB vs DOCU
-71.9%
+137.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.0% | -1.8% | -3.6% |
| 7D | -7.7% | -3.2% | -4.5% | -7.5% |
| 30D | -0.7% | +15.7% | -16.4% | -1.8% |
| 3M | 0.0% | +37.3% | -37.3% | -2.4% |
| 6M | -10.4% | +63.1% | -73.6% | -13.8% |
| YTD | +31.5% | +15.4% | +16.1% | +29.4% |
| 1Y | +39.1% | +11.3% | +27.8% | +37.3% |
| 3Y | -5.7% | +92.1% | -97.8% | -11.5% |
| 5Y | +65.4% | -70.5% | +135.9% | +62.5% |
| All | +65.4% | -71.9% | +137.3% | +62.5% |
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