+122.9%
STT vs DOCU
+111.8%
+11.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.2% |
| 7D | -0.1% | -3.7% | +3.6% | +0.4% |
| 30D | -1.7% | +15.0% | -16.6% | -3.7% |
| 3M | -6.4% | +39.9% | -46.3% | -11.2% |
| 6M | +17.7% | +66.2% | -48.5% | +8.1% |
| YTD | +36.9% | +17.7% | +19.2% | +31.7% |
| 1Y | +52.0% | +13.7% | +38.3% | +46.9% |
| 3Y | +178.6% | +95.9% | +82.6% | +141.1% |
| 5Y | +109.1% | -71.7% | +180.7% | +111.5% |
| All | +122.9% | +111.8% | +11.0% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling