+116.3%
TTWO vs DOCU
+107.7%
+8.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.0% | +4.1% | +2.5% |
| 7D | +10.3% | -3.2% | +13.5% | +11.0% |
| 30D | +5.3% | +15.7% | -10.3% | +2.1% |
| 3M | -9.2% | +37.3% | -46.4% | -15.4% |
| 6M | -4.4% | +63.1% | -67.5% | -14.6% |
| YTD | -16.7% | +15.4% | -32.0% | -20.5% |
| 1Y | -16.3% | +11.3% | -27.6% | -19.7% |
| 3Y | +53.6% | +92.1% | -38.5% | +24.5% |
| 5Y | +14.0% | -70.5% | +84.5% | +24.6% |
| All | +116.3% | +107.7% | +8.6% | +43.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling