+67.8%
W vs DOCU
+104.2%
-36.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.2% | -0.5% |
| 7D | -3.6% | -5.5% | +2.0% | -0.2% |
| 30D | +7.0% | +12.6% | -5.7% | -0.7% |
| 3M | +7.4% | +36.4% | -29.0% | -12.8% |
| 6M | +69.3% | +66.8% | +2.5% | +19.6% |
| YTD | +11.3% | +13.5% | -2.2% | -3.2% |
| 1Y | +13.2% | +11.3% | +1.9% | -1.1% |
| 3Y | +142.0% | +92.1% | +50.0% | +34.5% |
| 5Y | -54.6% | -71.0% | +16.4% | -32.8% |
| All | +67.8% | +104.2% | -36.5% | -19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling