+99.6%
MO vs DOCU
-78.0%
+177.6%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -0.9% |
| 7D | +0.3% | +6.9% | -6.6% | +0.4% |
| 30D | +0.6% | +19.0% | -18.4% | +0.7% |
| 3M | -1.0% | +34.3% | -35.3% | -0.8% |
| 6M | +4.3% | +48.0% | -43.7% | +4.6% |
| YTD | +23.3% | 0.0% | +23.3% | +23.5% |
| 1Y | +10.5% | -10.3% | +20.7% | +10.7% |
| 3Y | +96.3% | +32.4% | +63.9% | +95.6% |
| All | +99.6% | -78.0% | +177.6% | +86.7% |
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