+189.2%
SPGI vs DOCU
+110.9%
+78.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.8% | -0.2% |
| 7D | -1.4% | -0.4% | -0.9% | -1.3% |
| 30D | +15.3% | +12.9% | +2.3% | +12.8% |
| 3M | +16.5% | +35.1% | -18.6% | +10.2% |
| 6M | +19.8% | +76.2% | -56.4% | +7.7% |
| YTD | -3.2% | +17.2% | -20.4% | -7.2% |
| 1Y | +1.8% | +16.4% | -14.6% | -2.5% |
| 3Y | +30.6% | +95.6% | -65.0% | +10.4% |
| 5Y | +16.0% | -68.5% | +84.5% | +21.3% |
| All | +189.2% | +110.9% | +78.3% | +106.2% |
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