-19.9%
TNA vs DOCU
+104.2%
-124.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.4% | +3.6% |
| 7D | -7.0% | -5.5% | -1.4% | -4.1% |
| 30D | -6.4% | +12.6% | -19.1% | -12.4% |
| 3M | -25.7% | +36.4% | -62.1% | -38.2% |
| 6M | -19.7% | +66.8% | -86.5% | -41.8% |
| YTD | +18.3% | +13.5% | +4.8% | +2.7% |
| 1Y | +24.6% | +11.3% | +13.3% | +9.5% |
| 3Y | +112.8% | +92.1% | +20.8% | +31.5% |
| 5Y | -49.5% | -71.0% | +21.5% | -29.1% |
| All | -19.9% | +104.2% | -124.1% | -62.4% |
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