+19.0%
DOCU vs SITM
+3,319.5%
-3,300.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.5% | +6.3% | +2.0% |
| 7D | +4.1% | +6.6% | -2.6% | +2.3% |
| 30D | +7.4% | -15.3% | +22.7% | +9.9% |
| 3M | +26.0% | -35.4% | +61.4% | +35.0% |
| 6M | +79.2% | -46.8% | +126.0% | +94.2% |
| YTD | +18.1% | +25.9% | -7.8% | -3.5% |
| 1Y | +20.5% | +54.0% | -33.5% | -7.6% |
| 3Y | +96.4% | +315.6% | -219.2% | -4.0% |
| 5Y | -69.5% | +74.4% | -143.9% | -82.2% |
| All | +19.0% | +3,319.5% | -3,300.6% | -60.1% |
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