+187.5%
SPGI vs DOCU
+107.7%
+79.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.6% |
| 7D | +2.6% | -3.2% | +5.8% | +3.1% |
| 30D | +19.3% | +15.7% | +3.6% | +16.2% |
| 3M | +15.5% | +37.3% | -21.8% | +8.9% |
| 6M | +18.3% | +63.1% | -44.8% | +7.8% |
| YTD | -3.8% | +15.4% | -19.2% | -7.5% |
| 1Y | +1.3% | +11.3% | -10.0% | -2.1% |
| 3Y | +33.6% | +92.1% | -58.5% | +13.3% |
| 5Y | +13.2% | -70.5% | +83.7% | +19.7% |
| All | +187.5% | +107.7% | +79.9% | +105.6% |
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 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