+72.2%
DOCU vs SPYG
+288.2%
-216.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.9% |
| 7D | +6.9% | +0.4% | +6.5% | +6.4% |
| 30D | +19.0% | -0.4% | +19.4% | +19.8% |
| 3M | +34.3% | +0.5% | +33.7% | +31.9% |
| 6M | +48.0% | +17.5% | +30.5% | +18.3% |
| YTD | 0.0% | +14.3% | -14.3% | -17.2% |
| 1Y | -10.3% | +21.7% | -32.0% | -31.9% |
| 3Y | +32.4% | +98.6% | -66.2% | -48.5% |
| 5Y | -77.9% | +85.1% | -163.0% | -89.9% |
| All | +72.2% | +288.2% | -216.0% | -59.9% |
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