+880.1%
SMH vs DOCU
+107.7%
+772.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.2% | -2.0% | -9.2% | -10.7% |
| 7D | -20.3% | -3.2% | -17.1% | -19.6% |
| 30D | -29.2% | +15.7% | -44.9% | -31.8% |
| 3M | -21.4% | +37.3% | -58.7% | -27.9% |
| 6M | -14.3% | +63.1% | -77.5% | -25.9% |
| YTD | +24.3% | +15.4% | +8.9% | +16.3% |
| 1Y | +24.9% | +11.3% | +13.6% | +17.7% |
| 3Y | +203.5% | +92.1% | +111.5% | +135.1% |
| 5Y | +211.2% | -70.5% | +281.7% | +246.4% |
| All | +880.1% | +107.7% | +772.4% | +547.0% |
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