-76.5%
DOCU vs SM
+107.8%
-184.4%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -2.5% | +6.2% | +4.2% |
| 7D | +6.9% | +0.1% | +6.8% | +6.8% |
| 30D | +19.0% | +26.3% | -7.3% | +13.4% |
| 3M | +34.3% | +8.7% | +25.6% | +31.0% |
| 6M | +48.0% | +51.7% | -3.7% | +33.4% |
| YTD | 0.0% | +99.0% | -99.0% | -15.6% |
| 1Y | -10.3% | +34.6% | -44.9% | -17.8% |
| 3Y | +32.4% | -7.8% | +40.2% | +25.0% |
| All | -76.5% | +107.8% | -184.4% | -80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling