+101.7%
DOCU vs SPYG
+271.1%
-169.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.7% | +1.5% | +1.2% |
| 7D | -0.4% | -1.5% | +1.1% | +1.0% |
| 30D | +12.9% | -7.2% | +20.1% | +22.4% |
| 3M | +35.1% | -4.6% | +39.7% | +41.1% |
| 6M | +76.2% | -1.2% | +77.4% | +74.1% |
| YTD | +17.2% | +9.3% | +7.9% | +1.0% |
| 1Y | +16.4% | +8.8% | +7.6% | +0.6% |
| 3Y | +95.6% | +93.3% | +2.3% | -22.7% |
| 5Y | -68.5% | +71.7% | -140.2% | -84.5% |
| All | +101.7% | +271.1% | -169.3% | -51.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling