-11.9%
TLT vs DOCU
+107.7%
-119.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.2% |
| 7D | +0.5% | -3.2% | +3.8% | +0.6% |
| 30D | +6.0% | +15.7% | -9.7% | +5.9% |
| 3M | -0.9% | +37.3% | -38.2% | -1.2% |
| 6M | -2.6% | +63.1% | -65.7% | -3.1% |
| YTD | -3.1% | +15.4% | -18.5% | -3.3% |
| 1Y | -4.4% | +11.3% | -15.7% | -4.6% |
| 3Y | +5.5% | +92.1% | -86.6% | +5.0% |
| 5Y | -34.7% | -70.5% | +35.8% | -35.9% |
| All | -11.9% | +107.7% | -119.6% | -4.9% |
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