+101.3%
SPMO vs DOCU
-71.0%
+172.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.3% | +1.8% |
| 7D | -8.7% | -5.5% | -3.2% | -8.1% |
| 30D | -18.7% | +12.6% | -31.3% | -19.8% |
| 3M | -16.4% | +36.4% | -52.8% | -19.5% |
| 6M | -11.9% | +66.8% | -78.7% | -17.6% |
| YTD | +4.9% | +13.5% | -8.6% | +2.5% |
| 1Y | +6.2% | +11.3% | -5.1% | +3.9% |
| 3Y | +115.1% | +92.1% | +23.1% | +93.4% |
| All | +101.3% | -71.0% | +172.4% | +99.5% |
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