+160.2%
MO vs DOCU
+107.7%
+52.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.5% |
| 7D | +1.1% | -3.2% | +4.3% | +1.1% |
| 30D | +13.2% | +15.7% | -2.5% | +13.0% |
| 3M | +15.2% | +37.3% | -22.1% | +14.7% |
| 6M | +9.9% | +63.1% | -53.2% | +9.3% |
| YTD | +41.1% | +15.4% | +25.7% | +40.8% |
| 1Y | +44.9% | +11.3% | +33.6% | +44.7% |
| 3Y | +138.2% | +92.1% | +46.2% | +134.1% |
| 5Y | +152.0% | -70.5% | +222.5% | +154.2% |
| All | +160.2% | +107.7% | +52.5% | +119.7% |
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 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