+30.9%
DOCU vs SITM
+372.9%
-342.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.9% | +2.9% |
| 7D | +6.9% | +9.7% | -2.8% | +5.8% |
| 30D | +19.0% | +12.7% | +6.3% | +16.4% |
| 3M | +34.3% | -13.4% | +47.7% | +34.8% |
| 6M | +48.0% | +59.6% | -11.6% | +31.1% |
| YTD | 0.0% | +73.3% | -73.3% | -13.8% |
| 1Y | -10.3% | +165.5% | -175.8% | -30.3% |
| All | +30.9% | +372.9% | -342.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling