-1.8%
SCHG vs DOCU
+62.5%
-64.2%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.1% |
| 7D | -3.4% | -5.5% | +2.1% | -3.1% |
| 30D | -10.1% | +12.6% | -22.8% | -10.9% |
| 3M | -6.3% | +36.4% | -42.7% | -8.9% |
| 6M | -1.8% | +66.8% | -68.6% | -6.3% |
| All | -1.8% | +62.5% | -64.2% | -6.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling