-71.7%
DOCU vs MOH
-33.2%
-38.5%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MOH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +0.4% |
| 7D | -4.8% | -2.4% | -2.3% | -4.6% |
| 30D | +9.4% | +3.3% | +6.1% | +9.1% |
| 3M | +29.0% | +3.5% | +25.5% | +28.6% |
| 6M | +62.3% | +9.4% | +53.0% | +61.0% |
| YTD | +13.7% | +17.2% | -3.5% | +11.3% |
| 1Y | +11.5% | +33.7% | -22.2% | +7.3% |
| 3Y | +94.2% | -42.3% | +136.5% | +103.4% |
| 5Y | -71.7% | -33.4% | -38.3% | -73.9% |
| All | -71.7% | -33.2% | -38.5% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling