+95.5%
DOCU vs SPYG
+264.9%
-169.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.9% |
| 7D | -3.4% | -1.9% | -1.4% | -1.5% |
| 30D | +9.3% | -9.2% | +18.4% | +21.4% |
| 3M | +30.2% | -6.8% | +37.0% | +39.8% |
| 6M | +62.1% | -2.6% | +64.7% | +62.7% |
| YTD | +13.5% | +7.5% | +6.1% | -0.2% |
| 1Y | +11.5% | +6.7% | +4.8% | -1.4% |
| 3Y | +89.5% | +90.1% | -0.6% | -23.6% |
| 5Y | -69.6% | +69.2% | -138.8% | -84.8% |
| All | +95.5% | +264.9% | -169.4% | -51.7% |
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