+26.5%
UPS vs DOCU
+80.0%
-53.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -1.6% |
| 7D | -2.9% | +6.9% | -9.8% | -3.7% |
| 30D | -3.5% | +19.0% | -22.5% | -5.6% |
| 3M | -5.7% | +34.3% | -40.0% | -9.4% |
| 6M | -4.4% | +48.0% | -52.4% | -9.6% |
| YTD | +8.0% | 0.0% | +8.0% | +6.9% |
| 1Y | +29.0% | -10.3% | +39.3% | +29.1% |
| 3Y | -27.7% | +32.4% | -60.1% | -33.1% |
| 5Y | -34.3% | -77.9% | +43.6% | -30.1% |
| All | +26.5% | +80.0% | -53.5% | +0.6% |
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