+238.5%
TER vs DOCU
+33.7%
+204.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.8% | +5.2% |
| 7D | +0.6% | +6.9% | -6.3% | +0.2% |
| 30D | -8.3% | +19.0% | -27.3% | -9.5% |
| 3M | -12.2% | +34.3% | -46.5% | -14.4% |
| 6M | +17.1% | +48.0% | -30.9% | +11.2% |
| YTD | +84.7% | 0.0% | +84.7% | +90.2% |
| 1Y | +199.9% | -10.3% | +210.2% | +215.7% |
| All | +238.5% | +33.7% | +204.8% | +184.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling