+95.5%
DOCU vs SPY
+219.4%
-124.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.3% |
| 7D | -3.4% | -0.6% | -2.8% | -2.9% |
| 30D | +9.3% | -3.7% | +12.9% | +14.0% |
| 3M | +30.2% | -2.7% | +33.0% | +34.1% |
| 6M | +62.1% | +2.2% | +59.9% | +56.0% |
| YTD | +13.5% | +10.8% | +2.7% | -2.2% |
| 1Y | +11.5% | +11.2% | +0.3% | -4.4% |
| 3Y | +89.5% | +76.5% | +13.0% | -10.9% |
| 5Y | -69.6% | +72.9% | -142.6% | -84.5% |
| All | +95.5% | +219.4% | -124.0% | -40.1% |
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