+112.8%
STT vs DOCU
+104.2%
+8.5%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | -2.5% | -5.5% | +3.1% | -1.7% |
| 30D | -5.0% | +12.6% | -17.6% | -6.6% |
| 3M | -10.5% | +36.4% | -46.9% | -14.8% |
| 6M | +10.0% | +66.8% | -56.8% | +1.0% |
| YTD | +30.7% | +13.5% | +17.2% | +26.4% |
| 1Y | +43.8% | +11.3% | +32.5% | +39.3% |
| 3Y | +168.1% | +92.1% | +76.0% | +132.6% |
| 5Y | +101.4% | -71.0% | +172.4% | +103.6% |
| All | +112.8% | +104.2% | +8.5% | +51.4% |
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 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