-71.7%
DOCU vs SUI
-26.1%
-45.6%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -2.6% |
| 7D | -3.7% | +10.0% | -13.7% | -8.7% |
| 30D | +15.0% | +8.4% | +6.5% | +9.6% |
| 3M | +39.9% | +0.7% | +39.2% | +38.8% |
| 6M | +66.2% | -0.9% | +67.1% | +65.8% |
| YTD | +17.7% | +0.6% | +17.0% | +15.5% |
| 1Y | +13.7% | +0.8% | +12.9% | +11.2% |
| 3Y | +95.9% | +15.5% | +80.4% | +64.7% |
| 5Y | -71.7% | -25.9% | -45.8% | -65.2% |
| All | -71.7% | -26.1% | -45.6% | -65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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