+70.2%
W vs DOCU
+107.7%
-37.5%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -2.0% | -6.3% | -7.1% |
| 7D | -5.6% | -3.2% | -2.4% | -3.7% |
| 30D | +7.5% | +15.7% | -8.2% | -1.7% |
| 3M | +5.4% | +37.3% | -31.9% | -14.7% |
| 6M | +79.4% | +63.1% | +16.3% | +28.3% |
| YTD | +12.9% | +15.4% | -2.5% | -2.7% |
| 1Y | +12.4% | +11.3% | +1.1% | -1.8% |
| 3Y | +128.5% | +92.1% | +36.4% | +27.2% |
| 5Y | -54.0% | -70.5% | +16.5% | -32.5% |
| All | +70.2% | +107.7% | -37.5% | -19.1% |
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