+312.2%
SCHG vs DOCU
+80.0%
+232.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| YTD | +9.2% | 0.0% | +9.2% | +7.2% |
| 1Y | +15.7% | -10.3% | +26.0% | +15.7% |
| 3Y | +87.3% | +32.4% | +54.9% | +64.8% |
| 5Y | +84.5% | -77.9% | +162.4% | +113.4% |
| All | +312.2% | +80.0% | +232.2% | +203.6% |
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