+131.0%
TTWO vs DOCU
+112.5%
+18.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.4% | +0.2% |
| 7D | +6.0% | +4.1% | +2.0% | +5.2% |
| 30D | +13.2% | +7.4% | +5.9% | +11.5% |
| 3M | -5.8% | +26.0% | -31.8% | -10.6% |
| 6M | +0.4% | +79.2% | -78.8% | -12.1% |
| YTD | -11.0% | +18.1% | -29.1% | -15.5% |
| 1Y | -4.1% | +20.5% | -24.6% | -9.5% |
| 3Y | +51.8% | +96.4% | -44.6% | +22.5% |
| 5Y | +21.3% | -69.5% | +90.8% | +31.7% |
| All | +131.0% | +112.5% | +18.5% | +52.6% |
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 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