-76.5%
DOCU vs SITM
+170.8%
-247.3%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.5% | -2.9% | +2.0% |
| 7D | +6.9% | +9.7% | -2.8% | +4.4% |
| 30D | +19.0% | +12.7% | +6.3% | +13.3% |
| 3M | +34.3% | -13.4% | +47.7% | +33.8% |
| 6M | +48.0% | +59.6% | -11.6% | +17.6% |
| YTD | 0.0% | +73.3% | -73.3% | -24.3% |
| 1Y | -10.3% | +165.5% | -175.8% | -42.9% |
| 3Y | +32.4% | +368.7% | -336.3% | -42.9% |
| All | -76.5% | +170.8% | -247.3% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling