+79.1%
META vs DOCU
-71.9%
+150.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -3.4% |
| 7D | -3.1% | -3.2% | +0.1% | -2.2% |
| 30D | -18.1% | +15.7% | -33.8% | -21.8% |
| 3M | +2.9% | +37.3% | -34.4% | -7.1% |
| 6M | +0.2% | +63.1% | -62.9% | -14.9% |
| YTD | -8.1% | +15.4% | -23.5% | -14.3% |
| 1Y | -4.5% | +11.3% | -15.8% | -10.3% |
| 3Y | +94.2% | +92.1% | +2.1% | +40.2% |
| 5Y | +79.1% | -70.5% | +149.6% | +76.3% |
| All | +79.1% | -71.9% | +150.9% | +76.3% |
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 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