+50.4%
TER vs DOCU
-71.9%
+122.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.3% | -14.9% |
| 7D | -28.2% | -3.2% | -25.0% | -27.7% |
| 30D | -50.6% | +15.7% | -66.2% | -52.1% |
| 3M | -45.3% | +37.3% | -82.6% | -49.3% |
| 6M | -40.4% | +63.1% | -103.5% | -47.7% |
| YTD | +10.0% | +15.4% | -5.3% | +3.7% |
| 1Y | +13.6% | +11.3% | +2.3% | +8.0% |
| 3Y | +145.2% | +92.1% | +53.1% | +88.3% |
| 5Y | +50.4% | -70.5% | +120.8% | +44.3% |
| All | +50.4% | -71.9% | +122.2% | +44.3% |
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