-70.5%
DOCU vs SBAC
-39.7%
-30.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.5% |
| 7D | -3.2% | +4.4% | -7.6% | -4.8% |
| 30D | +15.7% | +13.8% | +1.9% | +9.9% |
| 3M | +37.3% | +9.0% | +28.3% | +32.2% |
| 6M | +63.1% | -10.0% | +73.2% | +68.4% |
| YTD | +15.4% | +1.8% | +13.6% | +10.7% |
| 1Y | +11.3% | +1.1% | +10.2% | +7.1% |
| 3Y | +92.1% | -9.5% | +101.6% | +86.0% |
| 5Y | -70.5% | -39.0% | -31.5% | -62.2% |
| All | -70.5% | -39.7% | -30.8% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling