-69.7%
DOCU vs SPYG
+70.6%
-140.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.4% |
| 7D | +1.6% | +4.2% | -2.7% | -3.9% |
| 30D | +10.8% | -7.4% | +18.3% | +21.5% |
| 3M | +38.0% | -5.3% | +43.2% | +46.0% |
| 6M | +77.4% | -1.2% | +78.6% | +74.4% |
| YTD | +17.2% | +9.0% | +8.2% | -1.2% |
| 1Y | +15.6% | +8.8% | +6.8% | -2.6% |
| 3Y | +95.6% | +92.8% | +2.8% | -40.5% |
| 5Y | -69.7% | +69.3% | -139.0% | -87.2% |
| All | -69.7% | +70.6% | -140.4% | -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