+318.3%
MSCI vs DOCU
+80.0%
+238.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | +0.4% | +6.9% | -6.5% | -1.3% |
| 30D | +0.6% | +19.0% | -18.4% | -4.0% |
| 3M | -7.1% | +34.3% | -41.4% | -14.2% |
| 6M | +0.8% | +48.0% | -47.2% | -9.6% |
| YTD | +1.0% | 0.0% | +1.0% | -0.8% |
| 1Y | +4.3% | -10.3% | +14.6% | +4.6% |
| 3Y | +9.9% | +32.4% | -22.5% | -5.8% |
| 5Y | -6.8% | -77.9% | +71.2% | +12.8% |
| All | +318.3% | +80.0% | +238.3% | +191.8% |
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