+72.2%
DOCU vs SBAC
+29.2%
+43.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +4.1% |
| 7D | +6.9% | -0.8% | +7.7% | +7.2% |
| 30D | +19.0% | +6.9% | +12.1% | +16.0% |
| 3M | +34.3% | -8.2% | +42.5% | +38.4% |
| 6M | +48.0% | -1.6% | +49.7% | +45.9% |
| YTD | 0.0% | -0.1% | +0.1% | -2.7% |
| 1Y | -10.3% | -0.5% | -9.8% | -12.8% |
| 3Y | +32.4% | -9.1% | +41.5% | +28.3% |
| 5Y | -77.9% | -43.8% | -34.1% | -72.7% |
| All | +72.2% | +29.2% | +43.0% | +57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling