+37.7%
TMUS vs DOCU
-71.9%
+109.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.0% |
| 7D | +9.0% | -3.2% | +12.2% | +9.2% |
| 30D | -3.2% | +15.7% | -18.9% | -4.0% |
| 3M | -6.9% | +37.3% | -44.2% | -8.7% |
| 6M | -16.4% | +63.1% | -79.6% | -18.9% |
| YTD | -19.6% | +15.4% | -35.0% | -20.7% |
| 1Y | -19.9% | +11.3% | -31.2% | -20.8% |
| 3Y | +14.5% | +92.1% | -77.6% | +6.6% |
| 5Y | +37.7% | -70.5% | +108.2% | +30.7% |
| All | +37.7% | -71.9% | +109.6% | +30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling