-10.3%
DOCU vs MOH
+18.1%
-28.4%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +3.6% |
| 7D | +6.9% | +0.4% | +6.5% | +6.9% |
| 30D | +19.0% | +2.9% | +16.1% | +19.2% |
| 3M | +34.3% | +4.1% | +30.2% | +35.0% |
| 6M | +48.0% | +33.8% | +14.2% | +51.9% |
| YTD | 0.0% | +15.7% | -15.7% | +2.2% |
| 1Y | -10.3% | +17.5% | -27.8% | -11.4% |
| All | -10.3% | +18.1% | -28.4% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOH.
Daily Out/Under-Performance
Portfolio return minus MOH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOH 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 MOH 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