+134.5%
TTWO vs DOCU
+110.9%
+23.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.2% | -0.2% | +2.3% |
| 7D | +10.7% | -0.4% | +11.2% | +10.8% |
| 30D | +10.8% | +12.9% | -2.2% | +7.9% |
| 3M | -7.7% | +35.1% | -42.7% | -13.7% |
| 6M | +4.4% | +76.2% | -71.7% | -8.2% |
| YTD | -9.7% | +17.2% | -26.8% | -14.1% |
| 1Y | -3.9% | +16.4% | -20.3% | -8.7% |
| 3Y | +56.4% | +95.6% | -39.2% | +26.3% |
| 5Y | +24.6% | -68.5% | +93.1% | +34.1% |
| All | +134.5% | +110.9% | +23.6% | +55.2% |
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