-48.1%
SMR vs DOCU
-33.9%
-14.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -2.8% | -3.4% | +0.6% | -1.9% |
| 30D | -27.5% | +9.3% | -36.8% | -29.5% |
| 3M | -43.1% | +30.2% | -73.4% | -47.7% |
| 6M | -58.4% | +62.1% | -120.5% | -64.6% |
| YTD | -63.2% | +13.5% | -76.7% | -65.6% |
| 1Y | -81.6% | +11.5% | -93.1% | -82.7% |
| 3Y | +149.8% | +89.5% | +60.3% | +113.3% |
| All | -48.1% | -33.9% | -14.2% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling