-69.4%
DOCU vs SIRI
-41.4%
-28.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.4% | +0.7% |
| 7D | +4.1% | -1.7% | +5.8% | +4.5% |
| 30D | +7.4% | +21.1% | -13.8% | +2.6% |
| 3M | +26.0% | +14.7% | +11.3% | +21.7% |
| 6M | +79.2% | +22.9% | +56.3% | +70.5% |
| YTD | +18.1% | +65.7% | -47.7% | +4.2% |
| 1Y | +20.5% | +53.5% | -32.9% | +8.3% |
| 3Y | +96.4% | -23.0% | +119.4% | +96.6% |
| All | -69.4% | -41.4% | -28.0% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling