+531.7%
MSFT vs DOCU
+111.8%
+419.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.2% | +6.5% | +6.6% |
| 7D | +4.7% | -3.7% | +8.4% | +5.5% |
| 30D | +5.8% | +15.0% | -9.1% | +2.4% |
| 3M | +13.0% | +39.9% | -26.9% | +4.1% |
| 6M | +34.9% | +66.2% | -31.2% | +18.8% |
| YTD | +15.7% | +17.7% | -2.0% | +9.3% |
| 1Y | +9.0% | +13.7% | -4.7% | +3.6% |
| 3Y | +61.2% | +95.9% | -34.7% | +28.2% |
| 5Y | +72.1% | -71.7% | +143.8% | +91.7% |
| All | +531.7% | +111.8% | +419.9% | +288.8% |
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