+99.2%
DE vs DOCU
-78.0%
+177.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.7% | -3.8% | -0.4% |
| 7D | +10.0% | +6.9% | +3.1% | +9.4% |
| 30D | +13.3% | +19.0% | -5.7% | +11.7% |
| 3M | +17.5% | +34.3% | -16.8% | +14.5% |
| 6M | +13.6% | +48.0% | -34.4% | +9.3% |
| YTD | +49.8% | 0.0% | +49.8% | +49.3% |
| 1Y | +47.9% | -10.3% | +58.1% | +48.6% |
| 3Y | +72.5% | +32.4% | +40.1% | +63.5% |
| All | +99.2% | -78.0% | +177.2% | +97.3% |
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