-7.5%
MSCI vs DOCU
-78.0%
+70.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | +0.4% | +6.9% | -6.5% | -1.2% |
| 30D | +0.6% | +19.0% | -18.4% | -3.8% |
| 3M | -7.1% | +34.3% | -41.4% | -13.9% |
| 6M | +0.8% | +48.0% | -47.2% | -9.1% |
| YTD | +1.0% | 0.0% | +1.0% | -0.7% |
| 1Y | +4.3% | -10.3% | +14.6% | +4.5% |
| 3Y | +9.9% | +32.4% | -22.5% | -5.7% |
| All | -7.5% | -78.0% | +70.5% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling