+43.8%
STT vs DOCU
+10.1%
+33.7%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.2% |
| 7D | -2.5% | -5.5% | +3.1% | -2.4% |
| 30D | -5.0% | +12.6% | -17.6% | -5.0% |
| 3M | -10.5% | +36.4% | -46.9% | -10.9% |
| 6M | +10.0% | +66.8% | -56.8% | +8.0% |
| YTD | +30.7% | +13.5% | +17.2% | +33.1% |
| 1Y | +43.8% | +11.3% | +32.5% | +46.6% |
| All | +43.8% | +10.1% | +33.7% | +46.6% |
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