-32.6%
MOD vs DOCU
+11.6%
-44.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | +0.2% | -21.6% | -21.4% |
| 7D | -31.3% | -3.7% | -27.6% | -32.0% |
| 30D | -46.1% | +15.0% | -61.1% | -43.8% |
| 3M | -51.1% | +39.9% | -91.0% | -46.1% |
| 6M | -62.1% | +66.2% | -128.2% | -55.2% |
| YTD | -26.2% | +17.7% | -43.9% | -19.3% |
| 1Y | -32.6% | +13.7% | -46.2% | -25.3% |
| All | -32.6% | +11.6% | -44.2% | -25.3% |
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 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