+77.2%
SAP vs DOCU
-71.9%
+149.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.4% | +1.9% |
| 7D | +4.0% | -3.2% | +7.3% | +4.8% |
| 30D | +15.7% | +15.7% | 0.0% | +12.1% |
| 3M | +23.4% | +37.3% | -13.9% | +15.1% |
| 6M | +41.3% | +63.1% | -21.9% | +27.3% |
| YTD | +2.0% | +15.4% | -13.4% | -2.6% |
| 1Y | -5.1% | +11.3% | -16.4% | -8.9% |
| 3Y | +82.1% | +92.1% | -9.9% | +53.9% |
| 5Y | +77.2% | -70.5% | +147.7% | +66.6% |
| All | +77.2% | -71.9% | +149.0% | +66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling