+226.6%
SPYM vs DOCU
+110.9%
+115.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.2% | -1.9% | +0.8% |
| 7D | -0.9% | -0.4% | -0.5% | -0.9% |
| 30D | -2.4% | +12.9% | -15.3% | -4.1% |
| 3M | -1.1% | +35.1% | -36.2% | -5.7% |
| 6M | +3.3% | +76.2% | -72.9% | -5.8% |
| YTD | +12.4% | +17.2% | -4.8% | +8.2% |
| 1Y | +12.5% | +16.4% | -3.9% | +8.3% |
| 3Y | +79.1% | +95.6% | -16.5% | +54.5% |
| 5Y | +75.7% | -68.5% | +144.2% | +82.3% |
| All | +226.6% | +110.9% | +115.7% | +138.9% |
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