-70.5%
DOCU vs M
-6.1%
-64.4%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.9% | +3.9% | +0.1% |
| 7D | -3.2% | -2.1% | -1.1% | -2.7% |
| 30D | +15.7% | +7.7% | +8.0% | +12.3% |
| 3M | +37.3% | -4.4% | +41.6% | +38.5% |
| 6M | +63.1% | +27.5% | +35.6% | +47.1% |
| YTD | +15.4% | +12.8% | +2.6% | +7.4% |
| 1Y | +11.3% | +20.7% | -9.4% | +0.6% |
| 3Y | +92.1% | +111.3% | -19.2% | +22.4% |
| 5Y | -70.5% | -6.3% | -64.2% | -74.8% |
| All | -70.5% | -6.1% | -64.4% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling