+21.0%
STM vs DOCU
-78.0%
+99.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.0% |
| 7D | +5.8% | +6.9% | -1.1% | +4.1% |
| 30D | -1.0% | +19.0% | -20.0% | -5.3% |
| 3M | -33.3% | +34.3% | -67.6% | -38.6% |
| 6M | +57.4% | +48.0% | +9.4% | +39.2% |
| YTD | +102.2% | 0.0% | +102.2% | +97.7% |
| 1Y | +99.6% | -10.3% | +109.9% | +99.9% |
| 3Y | +14.5% | +32.4% | -17.9% | -0.9% |
| All | +21.0% | -78.0% | +99.0% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling