-39.6%
MOD vs DOCU
+11.4%
-51.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.0% | -5.3% | -7.8% |
| 7D | -34.2% | -3.2% | -30.9% | -34.7% |
| 30D | -51.9% | +15.7% | -67.6% | -49.8% |
| 3M | -53.0% | +37.3% | -90.3% | -48.5% |
| 6M | -66.4% | +63.1% | -129.5% | -60.5% |
| YTD | -31.5% | +15.4% | -46.9% | -25.8% |
| 1Y | -39.6% | +11.3% | -50.9% | -33.5% |
| All | -39.6% | +11.4% | -51.0% | -33.5% |
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