+1,018.7%
MOD vs DOCU
+80.0%
+938.7%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.7% | +0.6% | +3.7% |
| 7D | +9.6% | +6.9% | +2.7% | +8.5% |
| 30D | 0.0% | +19.0% | -19.0% | -2.8% |
| 3M | -35.4% | +34.3% | -69.7% | -38.9% |
| 6M | -7.3% | +48.0% | -55.3% | -14.4% |
| YTD | +45.8% | 0.0% | +45.8% | +43.1% |
| 1Y | +43.1% | -10.3% | +53.4% | +42.7% |
| 3Y | +297.7% | +32.4% | +265.3% | +267.2% |
| 5Y | +1,478.8% | -77.9% | +1,556.7% | +1,572.0% |
| All | +1,018.7% | +80.0% | +938.7% | +659.0% |
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