+227.8%
SPY vs DOCU
+80.0%
+147.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.7% | -4.1% | -0.9% |
| 7D | +0.1% | +6.9% | -6.8% | -0.9% |
| 30D | +0.1% | +19.0% | -18.9% | -2.7% |
| 3M | +2.0% | +34.3% | -32.3% | -2.9% |
| 6M | +13.0% | +48.0% | -35.0% | +5.6% |
| YTD | +13.5% | 0.0% | +13.5% | +12.1% |
| 1Y | +20.0% | -10.3% | +30.2% | +19.9% |
| 3Y | +77.2% | +32.4% | +44.8% | +62.4% |
| 5Y | +81.9% | -77.9% | +159.8% | +98.5% |
| All | +227.8% | +80.0% | +147.8% | +148.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling