+85.5%
W vs DOCU
+111.8%
-26.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.9% |
| 7D | +8.4% | -3.7% | +12.1% | +10.7% |
| 30D | +16.5% | +15.0% | +1.6% | +6.8% |
| 3M | +6.4% | +39.9% | -33.5% | -14.9% |
| 6M | +90.5% | +66.2% | +24.4% | +34.7% |
| YTD | +23.1% | +17.7% | +5.4% | +4.7% |
| 1Y | +24.3% | +13.7% | +10.6% | +7.1% |
| 3Y | +149.0% | +95.9% | +53.1% | +36.8% |
| 5Y | -51.7% | -71.7% | +20.0% | -27.7% |
| All | +85.5% | +111.8% | -26.3% | -12.9% |
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