-24.7%
U vs DOCU
-60.3%
+35.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.7% | +7.2% | +6.5% |
| 7D | +36.6% | -5.5% | +42.1% | +41.0% |
| 30D | +13.3% | +12.6% | +0.7% | +4.1% |
| 3M | +26.2% | +36.4% | -10.2% | +1.2% |
| 6M | +88.7% | +66.8% | +22.0% | +30.5% |
| YTD | +16.6% | +13.5% | +3.1% | +3.6% |
| 1Y | +29.0% | +11.3% | +17.6% | +15.2% |
| 3Y | +99.5% | +92.1% | +7.4% | +7.7% |
| 5Y | -66.1% | -71.0% | +4.9% | -53.9% |
| All | -24.7% | -60.3% | +35.6% | -18.6% |
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