+11.3%
DOCU vs M
+28.8%
-17.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | -1.2% |
| 7D | -3.2% | -2.1% | -1.1% | -3.0% |
| 30D | +15.7% | +7.7% | +8.0% | +14.5% |
| 3M | +37.3% | -4.4% | +41.6% | +38.1% |
| 6M | +63.1% | +27.5% | +35.6% | +59.3% |
| YTD | +15.4% | +12.8% | +2.6% | +13.9% |
| 1Y | +11.3% | +20.7% | -9.4% | +5.9% |
| All | +11.3% | +28.8% | -17.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling