+73.3%
SPG vs DOCU
-71.9%
+145.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.6% |
| 7D | +5.0% | -3.2% | +8.2% | +5.5% |
| 30D | +12.3% | +15.7% | -3.4% | +9.9% |
| 3M | +1.9% | +37.3% | -35.4% | -3.1% |
| 6M | +14.4% | +63.1% | -48.7% | +5.5% |
| YTD | +26.5% | +15.4% | +11.1% | +22.3% |
| 1Y | +30.7% | +11.3% | +19.4% | +26.8% |
| 3Y | +122.6% | +92.1% | +30.5% | +91.0% |
| 5Y | +73.3% | -70.5% | +143.8% | +68.4% |
| All | +73.3% | -71.9% | +145.2% | +68.4% |
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 · 6 months rolling