-69.8%
SPCH vs DOCU
+73.6%
-143.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.1% | -2.0% | -16.1% | -18.3% |
| 7D | -27.7% | -3.2% | -24.5% | -28.0% |
| 30D | -51.2% | +15.7% | -66.9% | -50.5% |
| 3M | +11.3% | +37.3% | -26.0% | +6.1% |
| All | -69.8% | +73.6% | -143.5% | -73.3% |
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 · Available span rolling