+130.8%
SLB vs DOCU
-78.0%
+208.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.1% |
| 7D | +0.8% | +6.9% | -6.1% | +0.4% |
| 30D | +15.8% | +19.0% | -3.2% | +14.4% |
| 3M | -0.3% | +34.3% | -34.6% | -2.5% |
| 6M | +21.3% | +48.0% | -26.7% | +17.6% |
| YTD | +52.3% | 0.0% | +52.3% | +51.6% |
| 1Y | +63.6% | -10.3% | +73.9% | +63.9% |
| 3Y | +3.8% | +32.4% | -28.6% | 0.0% |
| All | +130.8% | -78.0% | +208.8% | +132.4% |
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