+216.2%
SPYM vs DOCU
+104.2%
+112.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.5% |
| 7D | -2.7% | -5.5% | +2.9% | -1.9% |
| 30D | -5.4% | +12.6% | -18.0% | -7.1% |
| 3M | -4.1% | +36.4% | -40.5% | -8.7% |
| 6M | +0.8% | +66.8% | -66.0% | -7.4% |
| YTD | +8.8% | +13.5% | -4.7% | +5.2% |
| 1Y | +11.0% | +11.3% | -0.3% | +7.5% |
| 3Y | +75.5% | +92.1% | -16.6% | +51.7% |
| 5Y | +68.4% | -71.0% | +139.4% | +76.8% |
| All | +216.2% | +104.2% | +112.0% | +132.3% |
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