+37.4%
UPS vs DOCU
+107.7%
-70.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.6% |
| 7D | +3.5% | -3.2% | +6.7% | +3.9% |
| 30D | +19.3% | +15.7% | +3.6% | +17.1% |
| 3M | +4.7% | +37.3% | -32.5% | +0.6% |
| 6M | +17.0% | +63.1% | -46.2% | +9.5% |
| YTD | +17.3% | +15.4% | +1.9% | +13.9% |
| 1Y | +27.4% | +11.3% | +16.1% | +24.2% |
| 3Y | -7.7% | +92.1% | -99.8% | -18.6% |
| 5Y | -32.4% | -70.5% | +38.0% | -30.6% |
| All | +37.4% | +107.7% | -70.3% | +7.2% |
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