-33.5%
UPS vs DOCU
-71.6%
+38.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +1.7% | -3.4% | +5.1% | +2.1% |
| 30D | +17.4% | +9.3% | +8.2% | +16.1% |
| 3M | +7.7% | +30.2% | -22.5% | +4.2% |
| 6M | +13.8% | +62.1% | -48.3% | +6.8% |
| YTD | +17.3% | +13.5% | +3.7% | +14.4% |
| 1Y | +27.2% | +11.5% | +15.7% | +24.2% |
| 3Y | -5.6% | +89.5% | -95.2% | -16.9% |
| 5Y | -33.5% | -69.6% | +36.1% | -38.0% |
| All | -33.5% | -71.6% | +38.1% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling