+456.3%
DE vs DOCU
+111.8%
+344.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOCU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | +5.6% | -3.7% | +9.3% | +5.9% |
| 30D | -0.8% | +15.0% | -15.8% | -2.1% |
| 3M | +9.8% | +39.9% | -30.1% | +6.3% |
| 6M | +17.5% | +66.2% | -48.6% | +11.6% |
| YTD | +46.5% | +17.7% | +28.8% | +43.2% |
| 1Y | +46.1% | +13.7% | +32.4% | +43.2% |
| 3Y | +84.2% | +95.9% | -11.7% | +67.2% |
| 5Y | +105.8% | -71.7% | +177.5% | +113.6% |
| All | +456.3% | +111.8% | +344.4% | +302.2% |
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