-28.6%
U vs DOCU
-59.6%
+31.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.9% | -2.0% | +16.9% | +16.1% |
| 7D | +24.3% | -3.2% | +27.5% | +26.5% |
| 30D | +8.6% | +15.7% | -7.1% | -1.8% |
| 3M | +37.6% | +37.3% | +0.3% | +9.9% |
| 6M | +78.5% | +63.1% | +15.4% | +25.2% |
| YTD | +10.5% | +15.4% | -4.9% | -2.8% |
| 1Y | +15.2% | +11.3% | +3.9% | +3.0% |
| 3Y | +76.6% | +92.1% | -15.5% | -4.4% |
| 5Y | -67.9% | -70.5% | +2.6% | -56.7% |
| All | -28.6% | -59.6% | +31.0% | -23.6% |
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