+37.3%
DOCU vs SFM
-40.8%
+78.1%
-7.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.1% | +3.2% | -1.5% |
| 7D | -3.2% | +7.5% | -10.7% | -3.8% |
| 30D | +15.7% | -20.8% | +36.5% | +18.0% |
| 3M | +37.3% | -39.4% | +76.7% | +32.8% |
| All | +37.3% | -40.8% | +78.1% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 3mo: compounded portfolio wealth divided by compounded SFM 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…
3mo analysis · Full analysis span regression · Available span rolling