+96.4%
STM vs DOCU
+107.7%
-11.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.0% | -10.4% | -11.9% |
| 7D | -20.1% | -3.2% | -16.9% | -19.4% |
| 30D | -32.0% | +15.7% | -47.6% | -34.7% |
| 3M | -24.2% | +37.3% | -61.4% | -30.8% |
| 6M | -29.9% | +63.1% | -93.1% | -40.0% |
| YTD | +54.9% | +15.4% | +39.5% | +44.0% |
| 1Y | +68.0% | +11.3% | +56.7% | +57.4% |
| 3Y | -0.1% | +92.1% | -92.2% | -23.1% |
| 5Y | -17.9% | -70.5% | +52.6% | -7.9% |
| All | +96.4% | +107.7% | -11.3% | +21.2% |
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