-57.9%
SMR vs DOCU
+67.3%
-125.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.4% |
| 7D | -9.5% | -3.7% | -5.8% | -10.2% |
| 30D | -33.2% | +15.0% | -48.2% | -31.3% |
| 3M | -45.9% | +39.9% | -85.8% | -42.7% |
| 6M | -57.9% | +66.2% | -124.0% | -49.9% |
| All | -57.9% | +67.3% | -125.2% | -49.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling