+6.1%
VNQ vs DOCU
-78.0%
+84.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.7% | -4.4% | -1.1% |
| 7D | -1.3% | +6.9% | -8.1% | -2.0% |
| 30D | -2.9% | +19.0% | -21.9% | -5.0% |
| 3M | +0.8% | +34.3% | -33.5% | -3.0% |
| 6M | +2.5% | +48.0% | -45.5% | -2.9% |
| YTD | +10.6% | 0.0% | +10.6% | +9.6% |
| 1Y | +9.1% | -10.3% | +19.3% | +9.2% |
| 3Y | +31.0% | +32.4% | -1.4% | +21.0% |
| All | +6.1% | -78.0% | +84.1% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling