-40.4%
TER vs DOCU
+63.4%
-103.7%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.0% | -13.3% | -16.2% |
| 7D | -28.2% | -3.2% | -25.0% | -29.4% |
| 30D | -50.6% | +15.7% | -66.2% | -46.3% |
| 3M | -45.3% | +37.3% | -82.6% | -34.4% |
| 6M | -40.4% | +63.1% | -103.5% | -14.5% |
| All | -40.4% | +63.4% | -103.7% | -14.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling