+445.4%
DE vs DOCU
+107.7%
+337.7%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.0% | 0.0% | -1.8% |
| 7D | +0.5% | -3.2% | +3.7% | +0.8% |
| 30D | -2.9% | +15.7% | -18.5% | -4.2% |
| 3M | +8.6% | +37.3% | -28.6% | +5.4% |
| 6M | +15.8% | +63.1% | -47.4% | +10.1% |
| YTD | +43.6% | +15.4% | +28.2% | +40.7% |
| 1Y | +41.6% | +11.3% | +30.3% | +39.1% |
| 3Y | +80.7% | +92.1% | -11.4% | +64.2% |
| 5Y | +99.3% | -70.5% | +169.8% | +106.0% |
| All | +445.4% | +107.7% | +337.7% | +295.1% |
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