+687.6%
TER vs DOCU
+111.8%
+575.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.2% | -7.0% | -6.9% |
| 7D | -19.9% | -3.7% | -16.2% | -19.2% |
| 30D | -43.5% | +15.0% | -58.5% | -45.5% |
| 3M | -37.8% | +39.9% | -77.7% | -43.2% |
| 6M | -25.6% | +66.2% | -91.7% | -36.3% |
| YTD | +29.8% | +17.7% | +12.1% | +19.5% |
| 1Y | +43.2% | +13.7% | +29.5% | +32.9% |
| 3Y | +189.3% | +95.9% | +93.4% | +117.7% |
| 5Y | +76.9% | -71.7% | +148.6% | +100.2% |
| All | +687.6% | +111.8% | +575.8% | +410.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling