+72.2%
DOCU vs SIRI
-42.8%
+115.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.6% | +6.3% | +4.4% |
| 7D | +6.9% | +1.6% | +5.3% | +6.4% |
| 30D | +19.0% | -4.7% | +23.7% | +20.2% |
| 3M | +34.3% | +5.3% | +29.0% | +32.5% |
| 6M | +48.0% | +30.5% | +17.5% | +37.8% |
| YTD | 0.0% | +49.6% | -49.6% | -10.5% |
| 1Y | -10.3% | +28.5% | -38.8% | -16.8% |
| 3Y | +32.4% | -27.5% | +59.9% | +34.7% |
| 5Y | -77.9% | -44.7% | -33.3% | -76.5% |
| All | +72.2% | -42.8% | +115.0% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling