+67.6%
SPY vs DOCU
-71.0%
+138.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -2.7% | -5.5% | +2.8% | -1.9% |
| 30D | -5.4% | +12.6% | -18.0% | -7.1% |
| 3M | -4.1% | +36.4% | -40.5% | -8.7% |
| 6M | +0.7% | +66.8% | -66.1% | -7.5% |
| YTD | +8.7% | +13.5% | -4.8% | +5.3% |
| 1Y | +10.9% | +11.3% | -0.4% | +7.6% |
| 3Y | +75.0% | +92.1% | -17.1% | +50.8% |
| All | +67.6% | -71.0% | +138.7% | +62.0% |
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