-71.7%
DOCU vs SPYG
+63.1%
-134.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.9% |
| 7D | -5.5% | -3.6% | -1.9% | -1.3% |
| 30D | +12.6% | -11.2% | +23.8% | +30.4% |
| 3M | +36.4% | -8.1% | +44.5% | +50.3% |
| 6M | +66.8% | -3.3% | +70.1% | +68.4% |
| YTD | +13.5% | +5.5% | +7.9% | -0.2% |
| 1Y | +11.3% | +7.0% | +4.3% | -4.5% |
| 3Y | +92.1% | +89.5% | +2.6% | -40.9% |
| All | -71.7% | +63.1% | -134.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling