+72.2%
DOCU vs SGI
+578.4%
-506.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.5% | +3.2% | +3.5% |
| 7D | +6.9% | +8.5% | -1.7% | +3.9% |
| 30D | +19.0% | +0.7% | +18.3% | +18.6% |
| 3M | +34.3% | +0.6% | +33.7% | +33.3% |
| 6M | +48.0% | -17.9% | +66.0% | +55.1% |
| YTD | 0.0% | -21.2% | +21.2% | +5.8% |
| 1Y | -10.3% | -18.9% | +8.6% | -6.8% |
| 3Y | +32.4% | +52.6% | -20.2% | +7.0% |
| 5Y | -77.9% | +60.7% | -138.7% | -83.3% |
| All | +72.2% | +578.4% | -506.3% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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