+102.6%
DOCU vs SPY
+226.6%
-124.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -1.9% |
| 7D | -3.7% | -0.7% | -3.0% | -2.9% |
| 30D | +15.0% | -1.0% | +16.0% | +16.2% |
| 3M | +39.9% | -0.3% | +40.2% | +40.1% |
| 6M | +66.2% | +7.3% | +58.8% | +50.3% |
| YTD | +17.7% | +13.3% | +4.4% | -1.1% |
| 1Y | +13.7% | +14.8% | -1.1% | -6.1% |
| 3Y | +95.9% | +82.9% | +13.0% | -11.7% |
| 5Y | -71.7% | +75.6% | -147.3% | -85.8% |
| All | +102.6% | +226.6% | -124.0% | -39.5% |
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