+30.9%
DOCU vs SIRI
-27.1%
+58.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.3% |
| 7D | +6.9% | +1.6% | +5.3% | +6.4% |
| 30D | +19.0% | -4.7% | +23.7% | +20.1% |
| 3M | +34.3% | +5.3% | +29.0% | +32.9% |
| 6M | +48.0% | +30.5% | +17.5% | +39.3% |
| YTD | 0.0% | +49.6% | -49.6% | -9.1% |
| 1Y | -10.3% | +28.5% | -38.8% | -15.8% |
| All | +30.9% | -27.1% | +58.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling