+95.5%
DOCU vs SIRI
-35.9%
+131.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.2% |
| 7D | -3.4% | +5.5% | -8.9% | -4.7% |
| 30D | +9.3% | +22.6% | -13.4% | +3.6% |
| 3M | +30.2% | +12.9% | +17.3% | +25.8% |
| 6M | +62.1% | +22.3% | +39.9% | +53.6% |
| YTD | +13.5% | +67.8% | -54.2% | -1.5% |
| 1Y | +11.5% | +54.6% | -43.1% | -1.2% |
| 3Y | +89.5% | -21.4% | +110.9% | +90.1% |
| 5Y | -69.6% | -39.2% | -30.4% | -68.4% |
| All | +95.5% | -35.9% | +131.4% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling