+66.2%
DOCU vs SBAC
-9.0%
+75.1%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.8% | -5.7% | -0.9% |
| 7D | -3.7% | +5.8% | -9.5% | -4.7% |
| 30D | +15.0% | +20.8% | -5.9% | +9.9% |
| 3M | +39.9% | +4.8% | +35.2% | +40.1% |
| 6M | +66.2% | -9.1% | +75.3% | +75.1% |
| All | +66.2% | -9.0% | +75.1% | +75.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling