+107.3%
META vs DOCU
+33.7%
+73.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.7% | -2.7% | +0.3% |
| 7D | +6.7% | +6.9% | -0.2% | +5.4% |
| 30D | +4.8% | +19.0% | -14.2% | +1.3% |
| 3M | -1.6% | +34.3% | -35.9% | -7.0% |
| 6M | -7.5% | +48.0% | -55.5% | -14.6% |
| YTD | -6.4% | 0.0% | -6.4% | -7.4% |
| 1Y | -17.3% | -10.3% | -7.1% | -16.9% |
| All | +107.3% | +33.7% | +73.6% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling