+11.0%
SPYM vs DOCU
+10.1%
+0.9%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.4% |
| 7D | -2.7% | -5.5% | +2.9% | -2.5% |
| 30D | -5.4% | +12.6% | -18.0% | -5.7% |
| 3M | -4.1% | +36.4% | -40.5% | -5.2% |
| 6M | +0.8% | +66.8% | -66.0% | -1.4% |
| YTD | +8.8% | +13.5% | -4.7% | +8.8% |
| 1Y | +11.0% | +11.3% | -0.3% | +11.3% |
| All | +11.0% | +10.1% | +0.9% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling