+40.4%
YUM vs DOCU
-71.0%
+111.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.9% |
| 7D | +3.7% | -5.5% | +9.2% | +4.1% |
| 30D | +14.8% | +12.6% | +2.2% | +13.9% |
| 3M | +6.4% | +36.4% | -30.0% | +4.0% |
| 6M | +4.3% | +66.8% | -62.5% | +0.2% |
| YTD | +8.1% | +13.5% | -5.4% | +6.6% |
| 1Y | +11.3% | +11.3% | 0.0% | +9.9% |
| 3Y | +35.1% | +92.1% | -56.9% | +23.7% |
| All | +40.4% | -71.0% | +111.4% | +40.5% |
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 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