+112.3%
SPG vs DOCU
+33.7%
+78.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -1.4% |
| 7D | -2.4% | +6.9% | -9.3% | -3.1% |
| 30D | -6.8% | +19.0% | -25.8% | -8.8% |
| 3M | +2.7% | +34.3% | -31.6% | -1.1% |
| 6M | +5.5% | +48.0% | -42.6% | 0.0% |
| YTD | +15.7% | 0.0% | +15.7% | +15.4% |
| 1Y | +20.9% | -10.3% | +31.1% | +21.9% |
| All | +112.3% | +33.7% | +78.7% | +80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling