+164.1%
TMUS vs DOCU
+104.2%
+59.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.0% |
| 7D | +3.6% | -5.5% | +9.1% | +4.1% |
| 30D | -3.4% | +12.6% | -16.0% | -4.4% |
| 3M | -9.5% | +36.4% | -45.9% | -12.2% |
| 6M | -15.2% | +66.8% | -82.0% | -19.3% |
| YTD | -18.9% | +13.5% | -32.4% | -20.5% |
| 1Y | -17.7% | +11.3% | -29.0% | -19.2% |
| 3Y | +15.6% | +92.1% | -76.4% | +4.1% |
| 5Y | +38.9% | -71.0% | +109.9% | +46.9% |
| All | +164.1% | +104.2% | +59.9% | +92.5% |
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 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