+18.1%
DOCU vs SITM
+3,535.1%
-3,517.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +6.3% | -3.1% | +1.8% |
| 7D | -0.4% | +17.2% | -17.6% | -4.7% |
| 30D | +12.9% | -17.1% | +30.0% | +16.1% |
| 3M | +35.1% | -29.2% | +64.2% | +41.7% |
| 6M | +76.2% | -47.6% | +123.8% | +92.1% |
| YTD | +17.2% | +33.8% | -16.6% | -5.5% |
| 1Y | +16.4% | +54.1% | -37.7% | -10.4% |
| 3Y | +95.6% | +337.6% | -242.0% | -5.4% |
| 5Y | -68.5% | +89.7% | -158.2% | -82.0% |
| All | +18.1% | +3,535.1% | -3,517.0% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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