+92.1%
DOCU vs SFM
+18.5%
+73.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.2% | -1.2% |
| 7D | -5.5% | -1.2% | -4.3% | -5.5% |
| 30D | +12.6% | -24.8% | +37.4% | +15.4% |
| 3M | +36.4% | -43.7% | +80.1% | +43.1% |
| 6M | +66.8% | -37.3% | +104.1% | +71.8% |
| YTD | +13.5% | -38.4% | +51.8% | +16.8% |
| 1Y | +11.3% | -36.9% | +48.2% | +14.0% |
| 3Y | +92.1% | +20.7% | +71.4% | +69.5% |
| All | +92.1% | +18.5% | +73.5% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling