+74.7%
STT vs DOCU
-9.0%
+83.7%
-11.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | 0.0% |
| 7D | +0.5% | +6.9% | -6.4% | +0.2% |
| 30D | +3.9% | +19.0% | -15.1% | +3.0% |
| 3M | +20.0% | +34.3% | -14.3% | +17.9% |
| 6M | +55.3% | +48.0% | +7.3% | +50.2% |
| YTD | +53.3% | 0.0% | +53.3% | +56.1% |
| 1Y | +74.7% | -10.3% | +85.0% | +78.8% |
| All | +74.7% | -9.0% | +83.7% | +78.8% |
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