-12.7%
TLT vs DOCU
+104.4%
-117.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.3% | -3.4% | +3.1% | -0.3% |
| 30D | +3.7% | +9.3% | -5.5% | +3.6% |
| 3M | -0.7% | +30.2% | -30.9% | -0.9% |
| 6M | -4.2% | +62.1% | -66.3% | -4.6% |
| YTD | -4.0% | +13.5% | -17.5% | -4.2% |
| 1Y | -5.8% | +11.5% | -17.3% | -6.0% |
| 3Y | +4.1% | +89.5% | -85.4% | +3.6% |
| 5Y | -34.8% | -69.6% | +34.8% | -35.9% |
| All | -12.7% | +104.4% | -117.1% | -5.8% |
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