+98.6%
DOCU vs SM
+45.2%
+53.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.6% | +2.6% | -1.6% |
| 7D | -3.2% | -25.1% | +21.9% | -1.3% |
| 30D | +15.7% | -15.6% | +31.3% | +16.9% |
| 3M | +37.3% | +2.7% | +34.6% | +36.6% |
| 6M | +63.1% | -3.8% | +67.0% | +62.7% |
| YTD | +15.4% | +61.8% | -46.5% | +10.3% |
| 1Y | +11.3% | +71.4% | -60.1% | +5.9% |
| 3Y | +92.1% | -20.7% | +112.8% | +90.3% |
| 5Y | -70.5% | -11.5% | -59.0% | -71.1% |
| All | +98.6% | +45.2% | +53.4% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling