+49.3%
W vs DOCU
+80.0%
-30.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +0.3% |
| 7D | -4.2% | +6.9% | -11.1% | -8.0% |
| 30D | -7.6% | +19.0% | -26.6% | -17.7% |
| 3M | +37.2% | +34.3% | +2.9% | +12.7% |
| 6M | +26.3% | +48.0% | -21.7% | -4.3% |
| YTD | -1.0% | 0.0% | -1.0% | -6.2% |
| 1Y | +20.1% | -10.3% | +30.4% | +18.9% |
| 3Y | +37.8% | +32.4% | +5.4% | -2.0% |
| 5Y | -63.7% | -77.9% | +14.3% | -36.6% |
| All | +49.3% | +80.0% | -30.8% | -21.9% |
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