+92.1%
DOCU vs SM
-20.0%
+112.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.6% | -1.8% |
| 7D | -5.5% | -25.9% | +20.4% | -1.8% |
| 30D | +12.6% | -15.1% | +27.8% | +14.8% |
| 3M | +36.4% | +4.9% | +31.5% | +34.7% |
| 6M | +66.8% | +6.1% | +60.7% | +63.2% |
| YTD | +13.5% | +63.4% | -50.0% | +2.2% |
| 1Y | +11.3% | +72.5% | -61.2% | -1.0% |
| 3Y | +92.1% | -16.9% | +109.0% | +80.9% |
| All | +92.1% | -20.0% | +112.1% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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