+148.8%
SAP vs DOCU
+111.8%
+37.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.2% | +4.1% | +4.2% |
| 7D | +1.3% | -3.7% | +5.0% | +2.1% |
| 30D | +15.5% | +15.0% | +0.6% | +12.3% |
| 3M | +22.8% | +39.9% | -17.1% | +14.6% |
| 6M | +42.5% | +66.2% | -23.7% | +28.7% |
| YTD | +0.5% | +17.7% | -17.2% | -3.7% |
| 1Y | -5.9% | +13.7% | -19.6% | -9.5% |
| 3Y | +79.5% | +95.9% | -16.4% | +52.2% |
| 5Y | +75.3% | -71.7% | +147.0% | +86.8% |
| All | +148.8% | +111.8% | +37.0% | +73.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling