+42.0%
TMUS vs DOCU
-78.0%
+120.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.7% | -7.2% | -3.7% |
| 7D | +0.1% | +6.9% | -6.8% | -0.3% |
| 30D | +5.3% | +19.0% | -13.7% | +4.1% |
| 3M | +3.1% | +34.3% | -31.2% | +1.3% |
| 6M | -16.5% | +48.0% | -64.5% | -18.5% |
| YTD | -9.2% | 0.0% | -9.2% | -9.5% |
| 1Y | -26.5% | -10.3% | -16.2% | -26.5% |
| 3Y | +39.0% | +32.4% | +6.6% | +32.8% |
| All | +42.0% | -78.0% | +120.0% | +40.0% |
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