+72.2%
DOCU vs SFM
+229.7%
-157.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.9% | +0.8% | +3.4% |
| 7D | +6.9% | -0.1% | +7.0% | +6.9% |
| 30D | +19.0% | -4.4% | +23.4% | +19.4% |
| 3M | +34.3% | +1.5% | +32.8% | +33.3% |
| 6M | +48.0% | +6.5% | +41.5% | +45.3% |
| YTD | 0.0% | +2.2% | -2.2% | -1.4% |
| 1Y | -10.3% | -41.9% | +31.6% | -4.8% |
| 3Y | +32.4% | +106.8% | -74.4% | +17.2% |
| 5Y | -77.9% | +231.6% | -309.5% | -81.5% |
| All | +72.2% | +229.7% | -157.5% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling