+112.3%
STT vs DOCU
+107.7%
+4.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.0% | -2.8% | -4.4% |
| 7D | -4.9% | -3.2% | -1.7% | -4.5% |
| 30D | -6.0% | +15.7% | -21.7% | -8.0% |
| 3M | -11.7% | +37.3% | -48.9% | -16.0% |
| 6M | +11.7% | +63.1% | -51.4% | +2.8% |
| YTD | +30.4% | +15.4% | +15.0% | +25.8% |
| 1Y | +43.9% | +11.3% | +32.6% | +39.5% |
| 3Y | +165.4% | +92.1% | +73.3% | +130.4% |
| 5Y | +101.0% | -70.5% | +171.5% | +102.8% |
| All | +112.3% | +107.7% | +4.7% | +50.8% |
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 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