+392.2%
MSCI vs DOCU
+111.8%
+280.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.2% | +5.2% | +5.4% |
| 7D | +11.5% | -3.7% | +15.2% | +12.5% |
| 30D | +22.1% | +15.0% | +7.1% | +17.8% |
| 3M | +18.4% | +39.9% | -21.5% | +8.4% |
| 6M | +16.6% | +66.2% | -49.5% | +1.7% |
| YTD | +18.8% | +17.7% | +1.2% | +11.9% |
| 1Y | +19.0% | +13.7% | +5.3% | +12.7% |
| 3Y | +40.7% | +95.9% | -55.2% | +8.8% |
| 5Y | +7.9% | -71.7% | +79.6% | +22.5% |
| All | +392.2% | +111.8% | +280.4% | +229.2% |
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