+231.6%
MAR vs DOCU
+111.8%
+119.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.9% | +2.0% |
| 7D | +7.7% | -3.7% | +11.4% | +8.3% |
| 30D | +19.4% | +15.0% | +4.4% | +16.8% |
| 3M | +23.3% | +39.9% | -16.6% | +16.8% |
| 6M | +22.8% | +66.2% | -43.3% | +12.6% |
| YTD | +37.8% | +17.7% | +20.1% | +32.4% |
| 1Y | +57.4% | +13.7% | +43.7% | +51.9% |
| 3Y | +128.4% | +95.9% | +32.5% | +97.5% |
| 5Y | +170.1% | -71.7% | +241.7% | +176.7% |
| All | +231.6% | +111.8% | +119.8% | +112.3% |
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