+95.3%
DOCU vs M
+4.1%
+91.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -0.9% |
| 7D | -5.5% | -4.3% | -1.3% | -5.0% |
| 30D | +12.6% | +1.3% | +11.4% | +12.2% |
| 3M | +36.4% | -7.4% | +43.8% | +37.7% |
| 6M | +66.8% | +18.3% | +48.5% | +61.4% |
| YTD | +13.5% | +7.6% | +5.9% | +10.9% |
| 1Y | +11.3% | +17.4% | -6.1% | +7.1% |
| 3Y | +92.1% | +108.4% | -16.3% | +63.8% |
| 5Y | -71.0% | -10.6% | -60.4% | -73.5% |
| All | +95.3% | +4.1% | +91.3% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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