+124.1%
STM vs DOCU
+111.8%
+12.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.2% | -6.2% | -6.1% |
| 7D | -6.0% | -3.7% | -2.3% | -5.2% |
| 30D | -20.9% | +15.0% | -35.9% | -24.0% |
| 3M | -15.8% | +39.9% | -55.7% | -23.6% |
| 6M | -17.0% | +66.2% | -83.2% | -29.3% |
| YTD | +76.8% | +17.7% | +59.1% | +63.5% |
| 1Y | +96.5% | +13.7% | +82.8% | +83.0% |
| 3Y | +14.0% | +95.9% | -81.9% | -12.7% |
| 5Y | -5.8% | -71.7% | +65.8% | +6.8% |
| All | +124.1% | +111.8% | +12.3% | +37.6% |
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