+20.2%
SGOV vs DOCU
-51.9%
+72.2%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | 0.0% |
| 7D | +0.1% | +6.9% | -6.8% | +0.1% |
| 30D | +0.3% | +19.0% | -18.7% | +0.3% |
| 3M | +1.0% | +34.3% | -33.3% | +1.0% |
| 6M | +1.9% | +48.0% | -46.1% | +1.9% |
| YTD | +2.5% | 0.0% | +2.5% | +2.5% |
| 1Y | +3.8% | -10.3% | +14.1% | +3.8% |
| 3Y | +14.4% | +32.4% | -18.0% | +14.4% |
| 5Y | +20.1% | -77.9% | +98.1% | +20.1% |
| All | +20.2% | -51.9% | +72.2% | +20.2% |
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