+14.3%
DOCU vs SITM
+3,107.0%
-3,092.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +17.4% | -19.1% | -5.6% |
| 7D | -5.5% | -6.7% | +1.2% | -4.8% |
| 30D | +12.6% | -37.3% | +50.0% | +23.5% |
| 3M | +36.4% | -39.4% | +75.8% | +48.6% |
| 6M | +66.8% | -33.1% | +99.9% | +67.9% |
| YTD | +13.5% | +18.0% | -4.6% | -5.7% |
| 1Y | +11.3% | +22.7% | -11.4% | -9.2% |
| 3Y | +92.1% | +283.8% | -191.7% | -4.1% |
| 5Y | -71.0% | +45.0% | -116.0% | -82.4% |
| All | +14.3% | +3,107.0% | -3,092.7% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling