+240.4%
TPR vs DOCU
-78.0%
+318.4%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.7% |
| 7D | -2.3% | +6.9% | -9.2% | -3.6% |
| 30D | -23.0% | +19.0% | -42.0% | -26.2% |
| 3M | -12.5% | +34.3% | -46.8% | -18.6% |
| 6M | -21.4% | +48.0% | -69.4% | -29.3% |
| YTD | -3.5% | 0.0% | -3.5% | -5.5% |
| 1Y | +17.4% | -10.3% | +27.6% | +17.2% |
| 3Y | +291.3% | +32.4% | +258.9% | +239.3% |
| All | +240.4% | -78.0% | +318.4% | +246.6% |
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