+301.2%
MA vs DOCU
+111.8%
+189.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.8% | +3.9% |
| 7D | +10.2% | -3.7% | +13.9% | +10.9% |
| 30D | +19.3% | +15.0% | +4.4% | +16.5% |
| 3M | +18.0% | +39.9% | -21.9% | +11.2% |
| 6M | +33.7% | +66.2% | -32.5% | +21.9% |
| YTD | +18.6% | +17.7% | +0.9% | +13.7% |
| 1Y | +22.5% | +13.7% | +8.8% | +18.0% |
| 3Y | +77.4% | +95.9% | -18.5% | +50.0% |
| 5Y | +106.6% | -71.7% | +178.3% | +121.0% |
| All | +301.2% | +111.8% | +189.3% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 DOCU 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