+9.5%
SPGI vs DOCU
-78.0%
+87.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.7% | -5.3% | -2.2% |
| 7D | +0.1% | +6.9% | -6.8% | -1.0% |
| 30D | +8.4% | +19.0% | -10.6% | +5.0% |
| 3M | +11.8% | +34.3% | -22.5% | +5.8% |
| 6M | +5.7% | +48.0% | -42.3% | -1.9% |
| YTD | -9.7% | 0.0% | -9.7% | -11.0% |
| 1Y | -12.5% | -10.3% | -2.2% | -12.6% |
| 3Y | +21.8% | +32.4% | -10.6% | +10.3% |
| All | +9.5% | -78.0% | +87.5% | +14.8% |
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