+99.2%
DOCU vs M
+123.6%
-24.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | -1.4% |
| 7D | -3.7% | +8.3% | -12.0% | -5.4% |
| 30D | +15.0% | +14.2% | +0.8% | +11.7% |
| 3M | +39.9% | -1.1% | +41.0% | +39.9% |
| 6M | +66.2% | +36.6% | +29.5% | +54.5% |
| YTD | +17.7% | +19.8% | -2.1% | +11.9% |
| 1Y | +13.7% | +37.2% | -23.5% | +4.4% |
| All | +99.2% | +123.6% | -24.4% | +49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling