+71.3%
SCHG vs DOCU
-69.1%
+140.3%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +4.6% | +1.6% | +3.0% | +4.3% |
| 30D | -6.2% | +10.8% | -17.0% | -8.3% |
| 3M | -3.5% | +38.0% | -41.5% | -10.4% |
| 6M | +0.9% | +77.4% | -76.5% | -12.0% |
| YTD | +5.6% | +17.2% | -11.6% | 0.0% |
| 1Y | +4.4% | +15.6% | -11.1% | -0.9% |
| 3Y | +80.1% | +95.6% | -15.5% | +43.9% |
| 5Y | +71.3% | -69.7% | +141.0% | +66.8% |
| All | +71.3% | -69.1% | +140.3% | +66.8% |
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