-5.9%
SAP vs DOCU
+11.6%
-17.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.1% | +4.1% |
| 7D | +1.3% | -3.7% | +5.0% | +3.2% |
| 30D | +15.5% | +15.0% | +0.6% | +7.7% |
| 3M | +22.8% | +39.9% | -17.1% | +2.7% |
| 6M | +42.5% | +66.2% | -23.7% | +9.0% |
| YTD | +0.5% | +17.7% | -17.2% | -16.4% |
| 1Y | -5.9% | +13.7% | -19.6% | -21.7% |
| All | -5.9% | +11.6% | -17.5% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCU.
Daily Out/Under-Performance
Portfolio return minus DOCU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCU 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 1y: compounded portfolio wealth divided by compounded DOCU 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…
1y analysis · Full analysis span regression · 6 months rolling