+734.0%
TER vs DOCU
+110.9%
+623.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +7.6% |
| 7D | +5.9% | -0.4% | +6.3% | +6.1% |
| 30D | -30.8% | +12.9% | -43.7% | -32.8% |
| 3M | -29.9% | +35.1% | -65.0% | -35.4% |
| 6M | -27.5% | +76.2% | -103.6% | -38.6% |
| YTD | +37.5% | +17.2% | +20.3% | +26.8% |
| 1Y | +50.3% | +16.4% | +33.8% | +38.6% |
| 3Y | +204.9% | +95.6% | +109.3% | +129.7% |
| 5Y | +89.2% | -68.5% | +157.7% | +108.0% |
| All | +734.0% | +110.9% | +623.1% | +442.0% |
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