+110.3%
TTWO vs DOCU
+104.6%
+5.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.7% | -3.5% |
| 7D | +8.0% | -4.8% | +12.7% | +9.0% |
| 30D | -2.8% | +9.4% | -12.2% | -4.7% |
| 3M | -15.9% | +29.0% | -44.9% | -20.6% |
| 6M | -5.9% | +62.3% | -68.2% | -15.9% |
| YTD | -19.0% | +13.7% | -32.7% | -22.5% |
| 1Y | -10.6% | +11.5% | -22.2% | -14.4% |
| 3Y | +41.7% | +94.2% | -52.4% | +14.6% |
| 5Y | +11.0% | -71.7% | +82.8% | +22.6% |
| All | +110.3% | +104.6% | +5.7% | +40.0% |
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