+63.8%
DOCU vs SPYG
+286.3%
-222.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.5% | -4.4% | -4.3% |
| 7D | +0.7% | +1.2% | -0.5% | -0.7% |
| 30D | +8.0% | -1.6% | +9.6% | +10.2% |
| 3M | +41.0% | +3.4% | +37.6% | +33.7% |
| 6M | +33.7% | +18.9% | +14.8% | +5.3% |
| YTD | -4.9% | +13.8% | -18.6% | -20.8% |
| 1Y | -20.4% | +20.6% | -41.0% | -38.8% |
| 3Y | +29.6% | +100.5% | -70.9% | -50.2% |
| 5Y | -76.9% | +84.6% | -161.5% | -89.3% |
| All | +63.8% | +286.3% | -222.5% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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