+161.8%
MAR vs DOCU
-78.0%
+239.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | -0.5% |
| 7D | -4.2% | +6.9% | -11.0% | -5.3% |
| 30D | -6.7% | +19.0% | -25.7% | -9.7% |
| 3M | -12.5% | +34.3% | -46.8% | -17.4% |
| 6M | +0.6% | +48.0% | -47.4% | -7.3% |
| YTD | +9.1% | 0.0% | +9.1% | +7.6% |
| 1Y | +26.2% | -10.3% | +36.5% | +26.4% |
| 3Y | +68.2% | +32.4% | +35.8% | +51.4% |
| All | +161.8% | -78.0% | +239.8% | +161.6% |
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