+71.7%
USB vs DOCU
+80.0%
-8.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.6% |
| 7D | +1.4% | +6.9% | -5.4% | +0.7% |
| 30D | -1.3% | +19.0% | -20.3% | -3.2% |
| 3M | +15.2% | +34.3% | -19.1% | +11.3% |
| 6M | +18.8% | +48.0% | -29.2% | +13.1% |
| YTD | +21.0% | 0.0% | +21.0% | +19.9% |
| 1Y | +34.0% | -10.3% | +44.3% | +34.0% |
| 3Y | +95.3% | +32.4% | +62.9% | +85.0% |
| 5Y | +40.4% | -77.9% | +118.3% | +41.5% |
| All | +71.7% | +80.0% | -8.4% | +29.0% |
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 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