-3.6%
SMR vs DOCU
-41.8%
+38.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.7% | -4.2% | -1.5% |
| 7D | +4.4% | +6.9% | -2.5% | +2.4% |
| 30D | +3.4% | +19.0% | -15.6% | -1.6% |
| 3M | -19.2% | +34.3% | -53.5% | -26.6% |
| 6M | -22.6% | +48.0% | -70.7% | -32.6% |
| YTD | -31.5% | 0.0% | -31.6% | -33.2% |
| 1Y | -73.1% | -10.3% | -62.8% | -72.8% |
| 3Y | +55.0% | +32.4% | +22.6% | +42.0% |
| All | -3.6% | -41.8% | +38.2% | -11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling