-40.4%
TOST vs DOCU
-71.9%
+31.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.4% |
| 7D | +11.6% | -3.2% | +14.8% | +13.4% |
| 30D | +16.2% | +15.7% | +0.5% | +8.0% |
| 3M | +1.0% | +37.3% | -36.2% | -14.9% |
| 6M | +23.2% | +63.1% | -39.9% | -5.5% |
| YTD | -1.0% | +15.4% | -16.4% | -10.4% |
| 1Y | -9.9% | +11.3% | -21.2% | -17.3% |
| 3Y | +101.0% | +92.1% | +9.0% | +22.0% |
| 5Y | -40.4% | -70.5% | +30.1% | -32.5% |
| All | -40.4% | -71.9% | +31.5% | -32.5% |
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 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