+130.3%
SPG vs DOCU
+111.8%
+18.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +8.2% | -3.7% | +11.9% | +8.5% |
| 30D | +13.5% | +15.0% | -1.5% | +12.0% |
| 3M | +2.2% | +39.9% | -37.7% | -1.1% |
| 6M | +15.9% | +66.2% | -50.3% | +10.0% |
| YTD | +27.6% | +17.7% | +9.9% | +24.6% |
| 1Y | +30.9% | +13.7% | +17.3% | +28.2% |
| 3Y | +124.5% | +95.9% | +28.6% | +106.3% |
| 5Y | +79.9% | -71.7% | +151.5% | +72.2% |
| All | +130.3% | +111.8% | +18.4% | +83.6% |
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