+309.0%
SCHG vs DOCU
+71.3%
+237.7%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | +0.3% |
| 7D | -0.1% | +0.7% | -0.7% | -0.2% |
| 30D | -1.5% | +8.0% | -9.5% | -3.4% |
| 3M | +4.4% | +41.0% | -36.6% | -3.8% |
| 6M | +15.7% | +33.7% | -17.9% | +7.1% |
| YTD | +8.3% | -4.9% | +13.2% | +7.5% |
| 1Y | +14.2% | -20.4% | +34.6% | +17.2% |
| 3Y | +88.3% | +29.6% | +58.6% | +66.4% |
| 5Y | +83.5% | -76.9% | +160.3% | +110.2% |
| All | +309.0% | +71.3% | +237.7% | +204.4% |
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