+154.5%
STT vs DOCU
-78.0%
+232.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -0.5% |
| 7D | +0.5% | +6.9% | -6.4% | -0.7% |
| 30D | +3.9% | +19.0% | -15.1% | +0.5% |
| 3M | +20.0% | +34.3% | -14.3% | +13.0% |
| 6M | +55.3% | +48.0% | +7.3% | +42.7% |
| YTD | +53.3% | 0.0% | +53.3% | +51.1% |
| 1Y | +74.7% | -10.3% | +85.0% | +74.9% |
| 3Y | +205.8% | +32.4% | +173.4% | +173.4% |
| All | +154.5% | -78.0% | +232.5% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling