+116.3%
TTWO vs DOCU
+71.3%
+45.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.9% | +4.2% | +0.3% |
| 7D | -1.6% | +0.7% | -2.2% | -1.7% |
| 30D | -13.5% | +8.0% | -21.5% | -15.2% |
| 3M | +0.3% | +41.0% | -40.6% | -7.3% |
| 6M | +0.8% | +33.7% | -32.8% | -6.2% |
| YTD | -16.7% | -4.9% | -11.8% | -17.2% |
| 1Y | -14.3% | -20.4% | +6.1% | -12.1% |
| 3Y | +49.4% | +29.6% | +19.8% | +31.8% |
| 5Y | +33.8% | -76.9% | +110.7% | +54.3% |
| All | +116.3% | +71.3% | +45.0% | +49.7% |
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