+159.7%
MAR vs DOCU
-71.9%
+231.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.2% | -1.5% |
| 7D | +4.4% | -3.2% | +7.6% | +5.0% |
| 30D | +15.5% | +15.7% | -0.2% | +12.6% |
| 3M | +15.7% | +37.3% | -21.6% | +9.0% |
| 6M | +18.2% | +63.1% | -45.0% | +7.2% |
| YTD | +35.3% | +15.4% | +19.9% | +29.9% |
| 1Y | +48.6% | +11.3% | +37.3% | +43.4% |
| 3Y | +124.3% | +92.1% | +32.3% | +88.1% |
| 5Y | +159.7% | -70.5% | +230.2% | +151.0% |
| All | +159.7% | -71.9% | +231.6% | +151.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling