+95.3%
DOCU vs SPY
+213.2%
-117.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -2.1% |
| 7D | -5.5% | -2.7% | -2.8% | -2.5% |
| 30D | +12.6% | -5.4% | +18.0% | +20.3% |
| 3M | +36.4% | -4.1% | +40.5% | +43.0% |
| 6M | +66.8% | +0.7% | +66.1% | +63.5% |
| YTD | +13.5% | +8.7% | +4.8% | +0.3% |
| 1Y | +11.3% | +10.9% | +0.4% | -4.2% |
| 3Y | +92.1% | +75.0% | +17.1% | -8.7% |
| 5Y | -71.0% | +67.8% | -138.8% | -84.6% |
| All | +95.3% | +213.2% | -117.9% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling