-79.9%
SMR vs DOCU
+18.5%
-98.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.8% | -4.1% | -3.3% |
| 7D | -8.3% | +4.1% | -12.3% | -8.3% |
| 30D | -20.1% | +7.4% | -27.4% | -20.2% |
| 3M | -52.7% | +26.0% | -78.7% | -53.2% |
| 6M | -61.0% | +79.2% | -140.2% | -62.5% |
| YTD | -67.1% | +18.1% | -85.2% | -66.9% |
| 1Y | -79.9% | +20.5% | -100.4% | -80.1% |
| All | -79.9% | +18.5% | -98.4% | -80.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling