-49.5%
SMR vs DOCU
-34.0%
-15.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -1.7% | +17.9% | +16.7% |
| 7D | -9.6% | -5.5% | -4.1% | -8.2% |
| 30D | -33.8% | +12.6% | -46.4% | -36.1% |
| 3M | -46.4% | +36.4% | -82.8% | -51.3% |
| 6M | -62.4% | +66.8% | -129.2% | -68.4% |
| YTD | -64.1% | +13.5% | -77.6% | -66.5% |
| 1Y | -84.3% | +11.3% | -95.7% | -85.2% |
| 3Y | +55.8% | +92.1% | -36.2% | +33.1% |
| All | -49.5% | -34.0% | -15.5% | -55.8% |
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