+156.3%
STM vs DOCU
+80.0%
+76.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +0.9% |
| 7D | +5.8% | +6.9% | -1.1% | +4.0% |
| 30D | -1.0% | +19.0% | -20.0% | -5.6% |
| 3M | -33.3% | +34.3% | -67.6% | -39.0% |
| 6M | +57.4% | +48.0% | +9.4% | +38.1% |
| YTD | +102.2% | 0.0% | +102.2% | +96.5% |
| 1Y | +99.6% | -10.3% | +109.9% | +98.7% |
| 3Y | +14.5% | +32.4% | -17.9% | -1.9% |
| 5Y | +21.4% | -77.9% | +99.3% | +48.1% |
| All | +156.3% | +80.0% | +76.3% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling