+98.6%
DOCU vs SPY
+212.2%
-113.6%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.4% | +2.4% | +3.6% |
| 7D | -3.2% | -4.7% | +1.5% | +2.6% |
| 30D | +15.7% | -5.9% | +21.6% | +24.4% |
| 3M | +37.3% | -4.5% | +41.8% | +44.8% |
| 6M | +63.1% | +1.8% | +61.3% | +57.6% |
| YTD | +15.4% | +8.3% | +7.0% | +2.4% |
| 1Y | +11.3% | +9.3% | +2.0% | -2.5% |
| 3Y | +92.1% | +74.9% | +17.2% | -8.6% |
| 5Y | -70.5% | +67.3% | -137.8% | -84.3% |
| All | +98.6% | +212.2% | -113.6% | -37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling