-5.2%
SLB vs DOCU
+111.8%
-117.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -4.1% | -3.7% | -0.4% | -3.9% |
| 30D | +2.5% | +15.0% | -12.4% | +1.6% |
| 3M | +2.0% | +39.9% | -37.9% | -0.3% |
| 6M | -6.3% | +66.2% | -72.5% | -9.6% |
| YTD | +36.5% | +17.7% | +18.9% | +34.4% |
| 1Y | +46.2% | +13.7% | +32.6% | +44.2% |
| 3Y | -2.1% | +95.9% | -98.0% | -7.5% |
| 5Y | +73.7% | -71.7% | +145.4% | +75.1% |
| All | -5.2% | +111.8% | -117.1% | -27.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling