+159.5%
TMUS vs DOCU
+111.8%
+47.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | +7.5% | -3.7% | +11.2% | +7.9% |
| 30D | -3.3% | +15.0% | -18.3% | -4.6% |
| 3M | -9.7% | +39.9% | -49.6% | -12.5% |
| 6M | -17.2% | +66.2% | -83.4% | -21.2% |
| YTD | -20.3% | +17.7% | -38.0% | -22.1% |
| 1Y | -21.2% | +13.7% | -34.9% | -22.8% |
| 3Y | +13.5% | +95.9% | -82.4% | +2.0% |
| 5Y | +36.5% | -71.7% | +108.2% | +45.2% |
| All | +159.5% | +111.8% | +47.6% | +88.5% |
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