+142.7%
SAP vs DOCU
+110.9%
+31.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.2% | -3.1% | -0.5% |
| 7D | -2.5% | -0.4% | -2.0% | -2.4% |
| 30D | +7.5% | +12.9% | -5.5% | +4.8% |
| 3M | +11.6% | +35.1% | -23.4% | +4.9% |
| 6M | +37.6% | +76.2% | -38.6% | +23.1% |
| YTD | -2.0% | +17.2% | -19.1% | -6.0% |
| 1Y | -6.4% | +16.4% | -22.8% | -10.3% |
| 3Y | +67.7% | +95.6% | -27.9% | +42.2% |
| 5Y | +75.7% | -68.5% | +144.2% | +83.9% |
| All | +142.7% | +110.9% | +31.8% | +69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling