-52.1%
SMR vs DOCU
-31.8%
-20.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | 0.0% | -7.8% | -7.8% |
| 7D | +10.3% | +1.6% | +8.7% | +9.8% |
| 30D | -25.7% | +10.8% | -36.6% | -28.0% |
| 3M | -49.7% | +38.0% | -87.7% | -54.5% |
| 6M | -59.8% | +77.4% | -137.2% | -66.7% |
| YTD | -66.0% | +17.2% | -83.2% | -68.5% |
| 1Y | -81.4% | +15.6% | -97.0% | -82.7% |
| 3Y | +130.6% | +95.6% | +35.0% | +95.3% |
| All | -52.1% | -31.8% | -20.3% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling