+103.3%
DOCU vs SBAC
+30.0%
+73.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.7% | +0.2% |
| 7D | +4.1% | +0.6% | +3.4% | +3.8% |
| 30D | +7.4% | +5.5% | +1.9% | +5.0% |
| 3M | +26.0% | +3.1% | +22.9% | +23.8% |
| 6M | +79.2% | -7.0% | +86.2% | +82.4% |
| YTD | +18.1% | +0.5% | +17.6% | +13.9% |
| 1Y | +20.5% | +0.2% | +20.3% | +16.4% |
| 3Y | +96.4% | -7.4% | +103.8% | +88.2% |
| 5Y | -69.5% | -39.7% | -29.8% | -63.3% |
| All | +103.3% | +30.0% | +73.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling