+66.9%
USB vs DOCU
+111.8%
-45.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.7% | +1.9% |
| 7D | +2.4% | -3.7% | +6.1% | +2.8% |
| 30D | +6.6% | +15.0% | -8.4% | +5.0% |
| 3M | -4.1% | +39.9% | -44.0% | -7.7% |
| 6M | +12.5% | +66.2% | -53.7% | +5.9% |
| YTD | +17.6% | +17.7% | -0.1% | +14.4% |
| 1Y | +36.5% | +13.7% | +22.8% | +33.2% |
| 3Y | +95.4% | +95.9% | -0.5% | +78.1% |
| 5Y | +26.1% | -71.7% | +97.8% | +24.4% |
| All | +66.9% | +111.8% | -45.0% | +23.1% |
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