+130.2%
SPG vs DOCU
+104.2%
+26.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.0% |
| 7D | +4.9% | -5.5% | +10.4% | +5.4% |
| 30D | +15.6% | +12.6% | +3.0% | +14.3% |
| 3M | +4.1% | +36.4% | -32.3% | +0.9% |
| 6M | +13.6% | +66.8% | -53.2% | +7.7% |
| YTD | +27.5% | +13.5% | +14.1% | +25.0% |
| 1Y | +32.2% | +11.3% | +20.9% | +29.7% |
| 3Y | +126.0% | +92.1% | +33.9% | +108.0% |
| 5Y | +74.7% | -71.0% | +145.7% | +67.9% |
| All | +130.2% | +104.2% | +26.0% | +84.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling