+34.9%
USO vs DOCU
+107.7%
-72.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.0% |
| 7D | -11.9% | -3.2% | -8.7% | -11.8% |
| 30D | +2.3% | +15.7% | -13.4% | +1.9% |
| 3M | +29.0% | +37.3% | -8.3% | +28.1% |
| 6M | +2.8% | +63.1% | -60.3% | +1.6% |
| YTD | +114.3% | +15.4% | +98.9% | +113.3% |
| 1Y | +108.7% | +11.3% | +97.3% | +107.9% |
| 3Y | +98.0% | +92.1% | +5.9% | +93.1% |
| 5Y | +162.1% | -70.5% | +232.6% | +164.9% |
| All | +34.9% | +107.7% | -72.8% | +23.8% |
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