+84.3%
SCHG vs DOCU
-78.0%
+162.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.7% | -4.6% | -1.7% |
| 7D | -0.7% | +6.9% | -7.6% | -2.1% |
| 30D | +0.2% | +19.0% | -18.8% | -3.7% |
| 3M | +2.2% | +34.3% | -32.1% | -4.8% |
| 6M | +15.0% | +48.0% | -33.0% | +4.1% |
| YTD | +9.2% | 0.0% | +9.2% | +7.3% |
| 1Y | +15.7% | -10.3% | +26.0% | +15.8% |
| 3Y | +87.3% | +32.4% | +54.9% | +63.9% |
| All | +84.3% | -78.0% | +162.3% | +100.7% |
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 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