+43.1%
MOD vs DOCU
-9.0%
+52.2%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +5.0% |
| 7D | +9.6% | +6.9% | +2.7% | +11.0% |
| 30D | 0.0% | +19.0% | -19.0% | +3.7% |
| 3M | -35.4% | +34.3% | -69.7% | -30.5% |
| 6M | -7.3% | +48.0% | -55.3% | +1.1% |
| YTD | +45.8% | 0.0% | +45.8% | +56.5% |
| 1Y | +43.1% | -10.3% | +53.4% | +53.7% |
| All | +43.1% | -9.0% | +52.2% | +53.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling