-11.6%
TLT vs DOCU
+80.0%
-91.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.1% |
| 7D | -0.4% | +6.9% | -7.3% | -0.5% |
| 30D | -0.6% | +19.0% | -19.6% | -0.7% |
| 3M | -2.7% | +34.3% | -37.0% | -3.0% |
| 6M | -5.6% | +48.0% | -53.6% | -6.0% |
| YTD | -2.8% | 0.0% | -2.8% | -2.9% |
| 1Y | -1.4% | -10.3% | +8.8% | -1.5% |
| 3Y | -1.6% | +32.4% | -34.0% | -1.9% |
| 5Y | -33.8% | -77.9% | +44.1% | -35.0% |
| All | -11.6% | +80.0% | -91.6% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling