+102.6%
DOCU vs M
+15.9%
+86.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.6% | -7.4% | -1.0% |
| 7D | -3.7% | +8.3% | -12.0% | -5.0% |
| 30D | +15.0% | +14.2% | +0.8% | +12.4% |
| 3M | +39.9% | -1.1% | +41.0% | +39.8% |
| 6M | +66.2% | +36.6% | +29.5% | +57.1% |
| YTD | +17.7% | +19.8% | -2.1% | +13.1% |
| 1Y | +13.7% | +37.2% | -23.5% | +6.7% |
| 3Y | +95.9% | +124.5% | -28.6% | +65.1% |
| 5Y | -71.7% | +1.5% | -73.1% | -74.5% |
| All | +102.6% | +15.9% | +86.7% | +138.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling