+36.5%
UL vs DOCU
+80.0%
-43.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.2% |
| 7D | -1.3% | +6.9% | -8.2% | -1.6% |
| 30D | +0.5% | +19.0% | -18.5% | -0.3% |
| 3M | +17.6% | +34.3% | -16.7% | +16.1% |
| 6M | -5.4% | +48.0% | -53.4% | -7.0% |
| YTD | +0.7% | 0.0% | +0.7% | +0.4% |
| 1Y | -9.3% | -10.3% | +1.0% | -9.2% |
| 3Y | +24.5% | +32.4% | -7.9% | +20.8% |
| 5Y | +23.2% | -77.9% | +101.1% | +26.0% |
| All | +36.5% | +80.0% | -43.5% | +22.4% |
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